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13. 
Cover image for The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives
The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives
by 
Rebonato, Riccardo.
Format: 
Books
Publication Date 
2009
Excerpt: 
Interest rate futures.
Available: Copies:
14. 
Cover image for Interest rate swaps and their derivatives : a practitioner's guide
Interest rate swaps and their derivatives : a practitioner's guide
by 
Sadr, Amir, 1963-
Format: 
Books
Publication Date 
2009
Excerpt: 
Interest rate futures.
Available: Copies:
15. 
Cover image for The LIBOR market model in practice
The LIBOR market model in practice
by 
Gatarek, Dariusz.
Format: 
Books
Publication Date 
2007
Excerpt: 
Interest rate futures -- Mathematical models.
Available: Copies:
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