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

Riccardo Rebonato

Biographical note: RebonatoRiccardo: Riccardo Rebonato is Head of Group Market Risk and Head of the Quantitative Research Centre (QUARC) for the Royal Bank of Scotland Group. He is also a Visiting Lecturer at Oxford University's Mathematical Institute, where he teaches for the MSC/Diploma in Mathematical Finance. His books include "Interest-Rate Option Models" and "Volatility and Correlation in Option Pricing".

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Year of publication:	2003
Authors:	Rebonato, Riccardo
Publisher:	Princeton, N.J. : Princeton University Press
Subject:	Zinsderivat \| Interest rate derivative \| Derivat \| Derivative \| CAPM \| Arbitrage Pricing \| Arbitrage pricing \| Theorie \| Theory \| Zinsstruktur \| Yield curve \| Zinstermingeschäft \| Derivat <Wertpapier>
Description of contents:	Table of Contents [gbv.de] ; Description [degruyter.com] ; Description [degruyter.com] ; Description [degruyter.com]

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Extent:	Online-Ressource (488 S.)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In English
ISBN:	978-1-4008-2932-3 ; 978-0-691-08973-7
Other identifiers:	10.1515/9781400829323 [DOI] 10.1515/9781400829323?locatt=mode:legacy [DOI]
Classification:	Investition, Finanzierung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014488388