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

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


Modern.Pricing.of.Interest.Rate.Derivatives.The.LIBOR.Market.Model.and.Beyond.pdf
ISBN: 0691089736,9780691089737 | 238 pages | 6 Mb


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




I am reading the book by Rebonato: “Modern Pricing of Interest Rate Derivatives: The LIBOR Market Model and Beyond”. I bought this book two years ago and couldn't follow it. In this book Ricardo Rebonato, well-known academic and practitioner, reviews all important models for pricing Interest-Rates derivatives. 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. Download ebook Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Ricardo Rebonato pdf free. Review of Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (Hardcover). Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato 2002 Princeton University Press English ISBN10:0691089736;ISBN13:9780691089737. Download Free eBook:Wiley[request_ebook] The SABR/LIBOR Market Model by Riccardo Rebonato - Free chm, pdf ebooks rapidshare download, ebook torrents bittorrent download. Download free pdf ebooks rapidshare, 4shared,uploading,torrent,bittorrent. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Product Description. 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.