Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond

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Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond

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Marken Princeton University Press
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  • 9780691089737

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Discounting, LIBOR, CVA and Funding: Interest Rate Credit Pricing (Applied Quantitative Finance)

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Aitch & Dee Limited

Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps

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Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps

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Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps

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