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Modern Pricing Of Interest-Rate Derivatives: The LIBOR Market Model And Beyond
Publisher: Harry N Abrams
SKU: DADAX0691089736
ISBN : 9780691089737
Condition : New
SKU: DADAX0691089736
ISBN : 9780691089737
Condition : New
Price:
$144.25
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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional experience, straddling both sides of the divide to bring together and build on what theory and trading have to offer.
Specifications of Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
GENERAL | |
---|---|
Author | Riccardo Rebonato |
Binding | Hardcover |
Language | English |
ISBN-10 | 0691089736 |
ISBN-13 | 9780691089737 |
Publisher | Princeton University Press |
Number Of Pages | 488 |
Publication Date | 2002-11-24 |
DIMENSIONS | |
---|---|
Height | 9.21 inch. |
Length | 6.14 inch. |
Width | 1.06 inch. |
Weight | 1.81 pounds. |
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