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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”. 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 I would therefore recommend it to everyone who has any interest in the fascinating universe of fixed-income derivatives. 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 Product Description. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond. Price: [Buy Now] Product Details: Buy Now. Download Free eBook:Wiley[request_ebook] The SABR/LIBOR Market Model by Riccardo Rebonato - Free chm, pdf ebooks rapidshare download, ebook torrents bittorrent download. 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. 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 In the financial derivatives market, yield curves are generated using Bond/ Money Market/ Future and/ or Swap prices, which are liquid.