Modern Pricing of Interest-Rate Derivatives

The LIBOR Market Model and Beyond

by

  • Publisher: Princeton University Press

  • Print ISBN: 9780691089737, 0691089736

  • eText ISBN: 9781400829323, 1400829321

  • Pages: 488
  • Copyright year: 2003

Modern Pricing of Interest-Rate Derivatives Edition by Riccardo Rebonato and Publisher Princeton University Press. Save up to 80% by choosing the eTextbook option for ISBN: 9781400829323, 1400829321. The print version of this textbook is ISBN: 9780691089737, 0691089736.