1225835
9780691089737
Modern Pricing of Interest-Rate Derivatives The Libor Market Model and Beyond
by Rebonato, Riccardo
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- Comments: In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional experience, straddling both sides of the divide to bring together and build on what theory and trading have to
Product details
- ISBN-13: 9780691089737
- ISBN: 0691089736
- Publisher: Princeton University Press
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SUMMARY
Interest-rate modelling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. This book builds on what theory and trading have to offer.Rebonato, Riccardo is the author of 'Modern Pricing of Interest-Rate Derivatives The Libor Market Model and Beyond' with ISBN 9780691089737 and ISBN 0691089736.
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