Modern pricing of interest rate derivatives: the LIBOR market model and beyond
Rebonato, Riccardo
Modern pricing of interest rate derivatives: the LIBOR market model and beyond - Princeton University 2002 - xiv, 690p.
0-691-08973-6
Risk Management
Modern pricing of interest rate derivatives: the LIBOR market model and beyond - Princeton University 2002 - xiv, 690p.
0-691-08973-6
Risk Management