Modern Pricing of InterestRate Derivatives: The LIBOR Market Model and Beyond,Used

Modern Pricing of InterestRate Derivatives: The LIBOR Market Model and Beyond,Used

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In recent years, interestrate 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.Rebonato begins by presenting the conceptual foundations for the application of the LIBOR market model to the pricing of interestrate derivatives. Next he treats in great detail the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables. He does so with an eye not only to mathematical feasibility but also to financial justification, while devoting special scrutiny to the implications of market incompleteness.Much of the book concerns an original extension of the LIBOR market model, devised to account for implied volatility smiles. This is done by introducing a stochasticvolatility, displaceddiffusion version of the model. The emphasis again is on the financial justification and on the computational feasibility of the proposed solution to the smile problem. This book is must reading for quantitative researchers in financial houses, sophisticated practitioners in the derivatives area, and students of finance.

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Frequently Asked Questions

  • Q: What is the main focus of 'Modern Pricing of Interest-Rate Derivatives'? A: The book primarily focuses on the application of the LIBOR market model to price interest-rate derivatives, exploring both theoretical and practical aspects of interest-rate modeling.
  • Q: Who is the author of this book and what are his qualifications? A: The author is Riccardo Rebonato, who has extensive experience in both academia and the financial industry, bridging the gap between theoretical models and practical trading.
  • Q: What is the significance of the LIBOR market model discussed in the book? A: The LIBOR market model is significant as it provides a framework for understanding and pricing interest-rate derivatives, crucial for professionals in finance and quantitative research.
  • Q: How does the author address market incompleteness in the book? A: Rebonato discusses the implications of market incompleteness, emphasizing the need for financial justification alongside mathematical feasibility when applying the LIBOR market model.
  • Q: What unique feature does the book offer regarding volatility smiles? A: The book presents an original extension of the LIBOR market model that incorporates stochastic volatility to address implied volatility smiles, enhancing the model's applicability.
  • Q: Is this book suitable for beginners in finance? A: While the book is informative, it is more suitable for those with a foundational understanding of finance, such as quantitative researchers and sophisticated practitioners.
  • Q: What type of condition is the book in? A: The book is listed as 'Used Book in Good Condition', indicating it may show some signs of wear but remains functional and readable.
  • Q: What is the page count of the book? A: The book contains 488 pages, providing a comprehensive exploration of interest-rate derivatives and their pricing.
  • Q: When was 'Modern Pricing of Interest-Rate Derivatives' published? A: The book was published on November 24, 2002.
  • Q: What binding type does this book have? A: The book is available in hardcover binding, which is known for its durability and longevity.