Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Financial Engineering) - Hardcover

Rebonato, Riccardo

 
9780471965695: Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Financial Engineering)

Synopsis

An accessible, first–rate overview of interest rate dependent options for traders and institutional investors

Until now market professionals seeking to exploit the profit potential of interest rate dependent options were forced to hunt through esoteric journals for a crumb or two of practical knowledge about their use. This accessible book narrows the information gap. Written in easy–to–follow, non–technical language, it logically reviews all the most commonly used interest rate option models, showing how each one can be applied and implemented for specific market applications.

DR. RICARDO REBONATO (London, England) is head of Research, Debt Capital Markets at Barclays de Zoete Wedd Ltd.

"synopsis" may belong to another edition of this title.

Review

"Overall this book provides and excellent summary of the state of knowledge of term structure modelling. It combines a solid academic background with the practical experience of someone who works in the financial sector."

, Alan White and John Hull, , A–J Financial Systems, Canada#

From the Publisher

Interest-Rate Option Models Second Edition
"Overall this book provides an excellent summary of the state of knowledge of term structure modelling. It combines a solid academic background with the practical experience of someone who works in the financial sector." - Alan White and John Hull, A-J Financial Systems, Canada

"About this title" may belong to another edition of this title.