Modern pricing of interest-rate derivatives : the libor market model and beyond
By: Rebonato, Riccardo.
Material type: BookPublisher: Princeton Princeton Univ. Press 2002Description: xvii, 467 p.ISBN: 0691089736.Subject(s): Interest rate futuresDDC classification: 332.6323 | R242mItem type | Current location | Collection | Call number | url | Status | Date due | Barcode | Item holds |
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Books | PK Kelkar Library, IIT Kanpur | COMPACT STORAGE (BASEMENT) | 332.6323 R242m (Browse shelf) | Book Request | Available | A162611 |
Total holds: 0
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332.6323 C459i THE INTERNATIONAL BOND MARKET IN THE 1960'S | 332.6323 F113M2 MEASURING AND CONTROLLING INTEREST RATE AND CREDIT RISK | 332.6323 M295t THE TERM STRUCTURE OF INTEREST RATES | 332.6323 R242m Modern pricing of interest-rate derivatives | 332.63230151922 P939e2 An elementary introduction to stochastic interest rate modeling | 332.6327 D642b BEHAVIOUR OF SHARE PRICE AND INVESTMENT IN INDIA | 332.6327 T84P PERFORMANCE APPRAISAL OF MUTUAL FUNDS |
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