Modern Pricing of Interest-Rate Derivatives
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners'' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional ex...
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners'' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional ex...
