£131.86

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£132 today · usual range £80–£132 · best ever £80

Princeton University Press - Interest-Rate Derivatives Book

Amazon

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Last 61 days · 61 data points (no recent data)

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£131.98 £75.26 £87.64 £100.01 £112.39 £124.76 £137.14 24 July 2026 08 August 2026 23 August 2026 07 September 2026 22 September 2026
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Price distribution over 61 days • 2 price levels

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14 days 47 days · current 0 12 24 35 47 £81 £132 Days at Price

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Most common price: £132 (47 days, 77.0%)

Price range: £81 - £132

Price levels: 2 different prices over 61 days

Description

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond provides a bridge between academic theory and professional trading practice. Written by Riccardo Rebonato, this book addresses the rapid development in interest-rate modeling by combining insights from both researchers and practitioners. Rebonato uses his professional experience to bring together the different research programs that have developed in the field. The text starts by presenting the conceptual foundations necessary for applying the LIBOR Market Model, helping to close the communication gap between the academic and practitioner communities. This work is an essential resource for those looking to understand how theory and trading influence one another in the modern financial landscape.

Key Features

Authored by Riccardo Rebonato, who brings both academic and professional experience to the subject of interest-rate modeling.

Published by Princeton University Press, providing a high-quality resource for the science and math community.

Covers the conceptual foundations for the application of the LIBOR Market Model and beyond.

Bridges the gap between academic research and professional trading practices in the financial sector.

Explores the rapid developments in interest-rate modeling through both theory and practice.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
24 November 2002
Listed Since
16 December 2006

Barcode

No barcode data available

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