Libor Market Model

8 books
The LIBOR market model in practiceDariusz Gatarek
⏱ 4h 50m

The LIBOR market model in practice

Dariusz Gatarek

2006290 pp.
The SABR/LIBOR market modelRiccardo Rebonato
⏱ 4h 56m

The SABR/LIBOR market model

Riccardo Rebonato

2009296 pp.
Modern pricing of interest-rate derivativesRiccardo Rebonato
⏱ 8h 0m

Modern pricing of interest-rate derivatives

Riccardo Rebonato

2002480 pp.
Barometer of fearAlexis Stenfors
⏱ 5h 26m

Barometer of fear

Alexis Stenfors

2017326 pp.
Modelling interest ratesFabio Mercurio
⏱ 4h 43m

Modelling interest rates

Fabio Mercurio

2009283 pp.
The fixLiam Vaughan
⏱ 3h 21m

The fix

Liam Vaughan

2017201 pp.
The spider networkDavid Enrich
⏱ 8h 29m

The spider network

David Enrich

2017509 pp.
Open secretErin Arvedlund
⏱ 4h 50m

Open secret

Erin Arvedlund

2014290 pp.