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Interest-rate option models - Riccardo Rebonato
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Title
Interest-rate option models - understanding, analysing and using models for exotic interest-rate options
Interest-rate option models - understanding, analysing and using models for exotic interest-rate options
Author
Riccardo Rebonato
Riccardo Rebonato
format
Hardback
Hardback
Publisher
Wiley
Wiley
Language
English
English
UK Publication Date
19960731
19960731
Description
An accessible, firstrate 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 easytofollow, nontechnical 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.
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