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MODERN PRICING OF INTEREST-RATE DERIVATIVES : THE LIBOR MARKET MODEL AND BEYOND


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Riccardo Rebonato, "Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and Beyond", Princeton University Press, 04 November, 2002.

ISBN: 0691089736

Other subject areas related to Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and Beyond (possibly beyond the scope of this System Dynamics Glossary) include: Business & Economics, Business / Economics / Finance, Business/Economics, Finance, Interest, Interest rate futures, Investments & Securities - Bonds, Business & Economics / Finance, Economics.

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Riccardo Rebonato, "Volatility and Correlation : The Perfect Hedger and the Fox (Wiley Finance)".
—More information on Volatility and Correlation : The Perfect Hedger and the Fox (Wiley Finance)

Related topics include: Rate

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  • Topics in our resources on System Dynamics related to Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and Beyond include: 
     
  • Rate (Flow)
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