Mon premier blog

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
ISBN: 0691089736, 9780691089737
Page: 238
Format: pdf
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. Review of Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (Hardcover). Volatility and Correlation ： The Perfect Hedger and the Fox. In this book Ricardo Rebonato, well-known academic and practitioner, reviews all important models for pricing Interest-Rates derivatives. 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. The LIBOR Market Model in Practice, Gatarek http://books.global-investor.com/books/22759.htm?ginPtrCode=10202. I bought this book two years ago and couldn't follow it. Modern Pricing of Interest－Rate Derivatives ： The LIBOR Market Model and Beyond. Download free pdf ebooks rapidshare, 4shared,uploading,torrent,bittorrent. 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. 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.