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

by Rebonato, Riccardo.

Material type: Text Text; Format: print ; Literary form: Not fiction Publisher: Princeton Princeton University Press 2002Availability: Items available for loan: Vikram Sarabhai LibraryCall number: 332.82 R3M6 (1).

Pricing interest-rate derivatives: a Fourier-transform based approach Bouziane, Markus

by Bouziane, Markus.

Material type: Text Text; Format: print ; Literary form: Not fiction Publisher: Berlin Springer 2008Availability: Items available for loan: Vikram Sarabhai LibraryCall number: 332.6323 B6P7 (1).

Interest rate swaps and their derivatives: a practitioner's guide

by Sadar, Amir.

Material type: Text Text; Format: print ; Literary form: Not fiction Publisher: New Jersey Wiley 2009Availability: Items available for loan: Vikram Sarabhai LibraryCall number: 332.6323 S2I6 (1).

The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives

by Rebonato, Riccardo.

Material type: Text Text; Format: print ; Literary form: Not fiction Publisher: United Kingdom John Wiley & Sons 2009Availability: Items available for loan: Vikram Sarabhai LibraryCall number: 332.6323 R3S2 (1).

Interest rate swaps and other derivatives Corb, Howard

by Corb, Howard.

Publisher: New York Columbia University Press 2012Availability: Items available for loan: Vikram Sarabhai LibraryCall number: 332.6457 C6I6 (1).

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