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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 Riccardo Rebonato ebook
Page: 238
Publisher: Princeton University Press
ISBN: 0691089736, 9780691089737
Format: pdf

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. 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. Volatility and Correlation ： The Perfect Hedger and the Fox. 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 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. 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. Product DescriptionIn recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. 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. 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.