Rebonato, Riccardo. <br/><br/>
Modern pricing of interest-rate derivatives :  the LIBOR market model and beyond / 
Riccardo Rebonato. 
 - Princeton, N.J. :  Princeton University Press,  c2002. 
 - xvii, 467 p. :  ill. ;  23 cm. 
<br/><br/>Includes bibliographical references (p. 445-452) and index. 
<br/><br/><label>ISBN: </label>0691089736 
<br/><br/><label>LCCN: </label>2003273032 
<br/><br/><label>Nat. Bib. No.: </label>GBA2-V1187 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Interest rate futures.<br/>LIBOR market model.
<br/><br/><label>LC Class. No.: </label>HG6024.5  / .R433 2002 
<br/><br/><label>Dewey Class. No.: </label>332.6323