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

Riccardo Rebonato

Biographical note: RebonatoRiccardo: Riccardo Rebonato is Head of Group Market Risk and Head of the Quantitative Research Centre (QUARC) for the Royal Bank of Scotland Group. He is also a Visiting Lecturer at Oxford University's Mathematical Institute, where he teaches for the MSC/Diploma in Mathematical Finance. His books include "Interest-Rate Option Models" and "Volatility and Correlation in Option Pricing".

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Year of publication:	2003
Authors:	Rebonato, Riccardo
Publisher:	Princeton, N.J. : Princeton University Press
Subject:	Zinsderivat \| Interest rate derivative \| Derivat \| Derivative \| CAPM \| Arbitrage Pricing \| Arbitrage pricing \| Theorie \| Theory \| Zinsstruktur \| Yield curve \| Zinstermingeschäft \| Derivat <Wertpapier>
Description of contents:	Table of Contents [gbv.de] ; Description [degruyter.com] ; Description [degruyter.com] ; Description [degruyter.com]

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Erscheint auch als (Druck-Ausgabe):

Modern pricing of interest-rate derivatives. - Princeton, N.J. [u.a.] : Princeton Univ. Press, 2002. - XVII, 467 S.

Persistent link: https://www.econbiz.de/10014488388