Interest Rate Option Models by Riccardo Rebonato
Option modelling is a highly complex and fast moving area of finance. This major revision of the first edition sees the introduction of five new chapters together with the inclusion of complex quantitative material. The additional chapters deal with techniques such as American swaptions and the Two-Factor Model.| SKU | Unavailable |
| ISBN 13 | 9780471979586 |
| ISBN 10 | 0471979589 |
| Title | Interest Rate Option Models |
| Author | Riccardo Rebonato |
| Series | Wiley Series In Financial Engineering |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | John Wiley and Sons Ltd |
| Year published | 1998-03-27 |
| Number of pages | 546 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |