Rebonato, Riccardo

Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo by Rebonato - New York : John Wiley, 1996 - xxi, 372 p. : ill. - Wiley series in financial engineering . - Wiley series in financial engineering .

Includes bibliographical references and index

9780471965695 (hbk) : $85.00


Interest rate futures--Mathematical models
Options (Finance)--Mathematical models

332.6323 / REB