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



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




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


Product DescriptionIn recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. MacLean, Fibonacci and Gann Applications in Financial Markets - Practical Applications of Natural and Synthetic Ratios in Technical Analysis +CD Haug, Derivatives - Models on Models +CD. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Product Description. Price: [Buy Now] Product Details: Buy Now. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond. The LIBOR Market Model in Practice, Gatarek http://books.global-investor.com/books/22759.htm?ginPtrCode=10202. I bought this book two years ago and couldn't follow it. Download free pdf ebooks rapidshare, 4shared,uploading,torrent,bittorrent. 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. Find 0 Sale, Discount and Low Cost items for Ee Bond Interest Rate - prices as low as $10.63. Download ebook Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Ricardo Rebonato pdf free. Volatility and Correlation ： The Perfect Hedger and the Fox. 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. Modern Pricing of Interest－Rate Derivatives ： The LIBOR Market Model and Beyond. 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 Riccardo Rebonato 2002 Princeton University Press English ISBN10:0691089736;ISBN13:9780691089737. 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 I would therefore recommend it to everyone who has any interest in the fascinating universe of fixed-income derivatives. In this book Ricardo Rebonato, well-known academic and practitioner, reviews all important models for pricing Interest-Rates derivatives.