Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
Riccardo Rebonato explores modern approaches to pricing interest-rate derivatives, focusing on the LIBOR Market Model and developments beyond it. This specialized volume offers readers an introduction to a quantitatively oriented area of finance and a focused reference for studying interest-rate modeling.
About This Book
Modern Pricing of Interest-Rate Derivatives examines the pricing of interest-rate derivatives through the LIBOR Market Model and approaches that extend beyond it.
Riccardo Rebonato presents a subject centered on quantitative methods in finance, with attention to the mathematical structure behind modern derivative pricing.
The book is suited to readers seeking a focused resource on interest-rate markets, financial modeling, and the theory used to analyze related derivatives.
Reviews
No reviews yet. Be the first to review this book!