Rebonato, Riccardo <br/><br/>
Modern pricing of interest rate derivatives: the LIBOR market model and beyond 

 -  Princeton University  2002 
 - xiv, 690p. 
<br/><br/><label>ISBN: </label>0-691-08973-6 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Risk Management