Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / Riccardo Rebonato.

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Material type: Text

TextPublication details: Princeton, N.J. : Princeton University Press, c2002.Description: xvii, 467 p. : ill. ; 23 cmISBN:

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Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Indore	332.82 R3M6 (Browse shelf(Opens below))	Available		IIMI-14104

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Includes bibliographical references (p. 445-452) and index.

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