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Modern Pricing of Interest-Rate Derivatives: The
Modern Pricing of Interest-Rate Derivatives: TheModern 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
I bought this book two years ago and couldn't follow it. I am reading the book by Rebonato: “Modern Pricing of Interest Rate Derivatives: The LIBOR Market Model and Beyond”. Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and Beyond. Review of Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (Hardcover). Price: [Buy Now] Product Details: Buy Now. Volatility and Correlation : The Perfect Hedger and the Fox. Download Free eBook:Wiley[request_ebook] The SABR/LIBOR Market Model by Riccardo Rebonato - Free chm, pdf ebooks rapidshare download, ebook torrents bittorrent download. 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. 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.
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