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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato
Publisher: Princeton University Press

The LIBOR Market Model in Practice, Gatarek http://books.global-investor.com/books/22759.htm?ginPtrCode=10202. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond I would therefore recommend it to everyone who has any interest in the fascinating universe of fixed-income derivatives. Modern pricing of interest-rate derivatives: the LIBOR market model and beyond In the financial derivatives market, yield curves are generated using Bond/ Money Market/ Future and/ or Swap prices, which are liquid. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond. Volatility and Correlation ： The Perfect Hedger and the Fox. Modern Pricing of Interest－Rate Derivatives ： The LIBOR Market Model and Beyond. In this book Ricardo Rebonato, well-known academic and practitioner, reviews all important models for pricing Interest-Rates derivatives. Product DescriptionIn recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. Price: [Buy Now] Product Details: Buy Now. Ɗ�资管理学4:其他类Rebonato的书: Volatility and Correlation : The Perfect Hedger and the Fox Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and. Find 0 Sale, Discount and Low Cost items for Ee Bond Interest Rate - prices as low as $10.63.