Modern Pricing Of Interestrate Derivatives by Riccardo Rebonato Paperback Book

TRY9,290.00
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Modern Pricing Of Interestrate Derivatives by Riccardo Rebonato Paperback Book

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Modern Pricing Of Interestrate Derivatives by Riccardo Rebonato Paperback Book

Modern Pricing Of Interestrate Derivatives by Riccardo Rebonato Paperback Book

  • Brand: Unbranded
Price: TRY9,290.00
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TRY9,290.00
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Description

Presents the conceptual foundations for the application of the LIBOR market model to the pricing of interestrate derivatives. This book talks about the calibration of this model to market prices asking how possible and advisable it is to enforce a simultaneous fitting to several market observables.
  • Brand: Unbranded
  • Category: Business, Finance & Law
  • Format: Hardback
  • Language: English
  • Publication Date: 2002-11-24
  • Publisher / Label: Princeton University
  • Author: Riccardo Rebonato
  • Fruugo ID: 135407769-285775768
  • ISBN: 9780691089737

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  • Princeton University Press
  • Princeton University Press
  • 41 William Street, Princeton, NJ
  • New Jersey
  • US
  • 8540
  • info@press.princeton.edu
  • 609 258 4900
  • https://www.ingramcontent.com/pod-product-compliance