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




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 model and beyond In the financial derivatives market, yield curves are generated using Bond/ Money Market/ Future and/ or Swap prices, which are liquid. Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and Beyond. Download ebook Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Ricardo Rebonato pdf free. 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. Review of Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (Hardcover). Download free pdf ebooks rapidshare, 4shared,uploading,torrent,bittorrent. Find 0 Sale, Discount and Low Cost items for Ee Bond Interest Rate - prices as low as $10.63. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato 2002 Princeton University Press English ISBN10:0691089736;ISBN13:9780691089737. Price: [Buy Now] Product Details: Buy Now. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market. 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. I am reading the book by Rebonato: “Modern Pricing of Interest Rate Derivatives: The LIBOR Market Model and Beyond”. 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. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond. Volatility and Correlation : The Perfect Hedger and the Fox. 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. 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 Product Description. 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.