Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
I will be using this book for:
Log in to remove ads

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

by Riccardo Rebonato

Finance mathematical modeling Derivatives
1 Star 2 Star 3 Star 4 Star 5 Star
0.0 out of 5 stars (0 ratings)
View on Amazon View on BAM Trade it in for cash!

Explores the LIBOR market model for pricing interest-rate derivatives, offering theoretical insights and practical implementation guidance for finance professionals.

ISBN-13 9780691089737 ASIN 0691089736 Views 56 Publisher Princeton University Press Year 2002 Format Hardcover Product Group Book Pages 488 Adult No Created April 05, 2026 Updated September 26, 2026
About This Book

This book presents advanced methods for pricing interest-rate derivatives with a focus on the LIBOR market model.

It covers theoretical foundations and practical implementation techniques for quantitative finance professionals.

Readers will find detailed discussions on model calibration, extensions, and market applications.

Reviews

No reviews yet. Be the first to review this book!

Write a Review
I will be using this book for: