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

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. [PR]ラグナロクオンライン 9thアニバーサリーパッケージ. À�PR】Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond. Modern Pricing of Interest－Rate Derivatives ： The LIBOR Market Model and Beyond. I bought this book two years ago and couldn't follow it. Volatility and Correlation ： The Perfect Hedger and the Fox. 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 Product Description. Review of Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (Hardcover). The LIBOR Market Model in Practice, Gatarek http://books.global-investor.com/books/22759.htm?ginPtrCode=10202. Ã�グナロクオンライン 9thアニバーサリーパッケージ. 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 Riccardo Rebonato 2002 Princeton University Press English ISBN10:0691089736;ISBN13:9780691089737.