Книги
Interest-Rate Option Model
Rebonato, R. Interest-Rate Option Model : Understanding, Analysing and Using Models for Exotic Interest-Rate Options / R. Rebonato. — Chichester : J.Wiley & Sons, 1996. — 372 p.. — (Wiley Series in Financial Engineering). — . Модели процентных опционов. Анализ использования моделей процентных опционов с необычными условиями.. — 480796.55 р.
Rebonato, R., (1996), Interest-Rate Option Model: Understanding, Analysing and Using Models for Exotic Interest-Rate Options, Chichester: J.Wiley & Sons, 1996, 372 p., RU.
Rebonato R. Interest-Rate Option Model: Understanding, Analysing and Using Models for Exotic Interest-Rate Options. Chichester: J.Wiley & Sons; 1996. 372 p.
Рекомендовано к ознакомлению
- 1. Kolb, R.W. Futures, Options, and Swaps / R.W. Kolb. — 3rd ed.. — London : Blackwell Publ., 2000. — 312 с.
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- 3. Fabozzi, F.J. Measuring and controlling interest rate risk / F. J. Fabozzi. — New Hope :1996. — 300 p.
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- 5. OTC Derivatives. — Basle : Bank for International Settlements, 1998. — 66 p.
- 6. The Paribas Derivatives Handbook 1994/5. — London : Euromoney Publications, 1994. — 670 p.
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- 8. The Equity Derivatives Handbook / Ed. J. Watson. — London : Euromoney Publications, 1993. — 202 p.
- 9. Wong, M.A. Trading and Investing in Bond Options / M.A. Wong, R.High. — USA : J.Wiley & Sons, 1991. — 262 p.
- 10. Pitts, M. Interest Rate Futures and Options / M. Pitts, F.J.Fabozzi. — Chicago : Probus Publishing Company, 1990. — 452 p.
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