[PDF.09rl] Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

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

[PDF.nr04] Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

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 | #2911154 in eBooks |  2012-01-16 |  2012-01-16 | File type: PDF

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||1 of 1 people found the following review helpful.| Best on the subject|By book junkie|This book is hands down the best I have read on the subject. Unlike many others who just list a bunch or definitions, theorems and the like, Rebonato does not go into the mathematical justification of every single point, but rather concentrates on the more important practical aspects like real-life implementation and calibration. Don't get me| |"Rebonato's writing style is probably the most elegant I have ever seen in a quantitative finance book. His ideas are conveyed in a brief and clear manner. . . . I thoroughly enjoyed this book since it allowed me to discover a whole new world in a fast and pai

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...

You easily download any file type for your gadget.Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond   |  Riccardo Rebonato. A good, fresh read, highly recommended.

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