Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato

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



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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato ebook
ISBN: 0691089736, 9780691089737
Page: 238
Publisher: Princeton University Press
Format: pdf


Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato 2002 Princeton University Press English ISBN10:0691089736;ISBN13:9780691089737. 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. Volatility and Correlation ： The Perfect Hedger and the Fox. In this book Ricardo Rebonato, well-known academic and practitioner, reviews all important models for pricing Interest-Rates derivatives. Princeton University Press; M Musiela and M Rutkowski, Martingale Methods in Financial Engineering, Springer; R Rebonato, Modern Pricing of Interest-rate Derivatives: The LIBOR Market Model and Beyond, Princeton. Modern Pricing of Interest－Rate Derivatives ： The LIBOR Market Model and Beyond. Product DescriptionIn recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market. Tags:Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond, tutorials, pdf, djvu, chm, epub, ebook, book, torrent, downloads, rapidshare, filesonic, hotfile, fileserve. Review of Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (Hardcover). I bought this book two years ago and couldn't follow it. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond.