Modern Pricing of Interest-Rate Derivatives

The Libor Market Model and Beyond

Auteurs

• Riccardo Rebonato

Paramètres

• 488 pages
• 18 heures de lecture

• Affaires et économie

En savoir plus sur le livre

Interest-rate modeling has seen significant advancements in practice and theory, yet communication between academia and practitioners has often been lacking. Riccardo Rebonato, leveraging his dual experience, aims to bridge this gap by integrating theoretical insights with practical trading applications. The book seeks to foster a more productive dialogue between these two communities, enhancing the development of research programs in the field.

Achat du livre

• Année de publication: 2002
• Reliure: (rigide)