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We found 3 results for Books > "libor interest rate"

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Riccardo Rebonato - Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond
Release Date: November 04, 2002 See full specs...
$60-$93

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Riccardo Rebonato, Kenneth McKay, Richard White - The Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Release Date: April 27, 2009 See full specs...
$52-$61

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John G. M. Schoenmakers - Robust Libor Modelling and Pricing of Derivative Products
Release Date: March 18, 2005 See full specs...
$65-$90

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