Interest-Rate Option Models: Understanding, Analysing, and Using Models for Exotic Interest-Rate Options

Rebonato, Riccardo

Published by John Wiley & Sons
ISBN 10: 0471965693 / ISBN 13: 9780471965695
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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.

From the Publisher: 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.

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Title: Interest-Rate Option Models: Understanding, ...
Publisher: John Wiley & Sons
Binding: Hardcover
Book Condition: Good

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Rebonato, Riccardo
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Rebonato, Riccardo
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