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

modern pricing of interest-rate derivatives : the libor market model and beyond

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

Editorial Reviews
Alireza Javaheri, Quantitative Finance
I thoroughly enjoyed this book. . . . [I]t allowed me to discover a whole new world in a fast and painless fashion.

Review
Alireza Javaheri Quantitative Finance : I thoroughly enjoyed this book. . . . [I]t allowed me to discover a whole new world in a fast and painless fashion.

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

Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and Beyond,Riccardo Rebonato,Princeton University Press,0691089736,Business & Economics,Business / Economics / Finance,Business/Economics,Finance,Interest,Interest rate futures,Investments & Securities - Bonds,Business & Economics / Finance,Economics

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