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Books
Volatility And Correlation
In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation... »
In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation... »
The Sabr/Libor Market Model
Pricing, Calibration And Hedging For Complex Interest Rate Derivatives »
Pricing, Calibration And Hedging For Complex Interest Rate Derivatives »
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, hav... »
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, hav... »
