"Dr. Rebonato has blended technical mastery with many years of
practical experience to produce what should become the standard
handbook for anyone wanting to value, hedge or control the risks of
interest rate derivatives."--Ian Cooper, Professor of Finance,
London Business School
"This eagerly awaited book fills an important need. It covers
the pressing but technically difficult issues of how to implement
'market' models of the term structure for the purposes of valuing
and hedging interest-rate-sensitive derivatives. Dr. Rebonato is a
leading expert in the field. His treatment is exceptionally lucid
as well as authoritative."--Stewart Hodges, University of
Warwick
"Riccardo Rebonato succeeds admirably in combining an accessible
exposition of the foundations of the LIBOR market model framework
with extensive guidance on the calibration and implementation of
the models in practice. The book's many insights into the dynamics
of fixed income markets and models should provide industry
professionals with valuable tools and offer academics a rare
glimpse of the market as viewed by a practitioner-theorist, all
presented in the author's elegant and lively style."--Paul
Glasserman, Columbia University
"This book is a significant contribution to the field. It offers
plenty of empirical work and case studies illustrating the
application of the models each step of the way. Unlike other
treatments, it emphasizes the market rationale for modeling
choices, and is not driven by purely mathematical considerations.
Reference is continually made to market features, the behaviour of
instruments, and empirical features, with all of this backed up by
the author's considerable experience."--NickWebber, University of
Warwick
"There are many books that get bogged down in mathematical
technicalities before they get to the point and are therefore of
little use to practitioners. Rebonato takes the opposite approach:
he gets to the point. People working in the mathematical finance
industry will love this book."--Jeff Dewynne, Oxford University
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
(1)
(1)
