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

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. 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. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond. Download free pdf ebooks rapidshare, 4shared,uploading,torrent,bittorrent. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Product Description. Download Free eBook:Wiley[request_ebook] The SABR/LIBOR Market Model by Riccardo Rebonato - Free chm, pdf ebooks rapidshare download, ebook torrents bittorrent download. I am reading the book by Rebonato: “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. Volatility and Correlation ： The Perfect Hedger and the Fox. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato 2002 Princeton University Press English ISBN10:0691089736;ISBN13:9780691089737. Download ebook Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Ricardo Rebonato pdf free. Modern Pricing of Interest－Rate Derivatives ： The LIBOR Market Model and Beyond.