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9780691089737

Modern Pricing of Interest-Rate Derivatives The Libor Market Model and Beyond

Modern Pricing of Interest-Rate Derivatives The Libor Market Model and Beyond
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Product details

  • ISBN-13: 9780691089737
  • ISBN: 0691089736
  • Publisher: Princeton University Press

AUTHOR

Rebonato, Riccardo

SUMMARY

Interest-rate modelling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. This book builds on what theory and trading have to offer.Rebonato, Riccardo is the author of 'Modern Pricing of Interest-Rate Derivatives The Libor Market Model and Beyond' with ISBN 9780691089737 and ISBN 0691089736.

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