Download Citation: Rebonato, R. (2012). Modern pricing of interest-rate derivatives: The LIBOR market model and beyond. Princeton University Press. Chapter Summary Introduction: Riccardo Rebonato introduces his book with an explanation of the need for a satisfactory approach to pricing a...
Download Citation: Musiela, M., & Rutkowski, M. (2009). Martingale methods in financial modelling (2nd ed.). Springer. Chapter Summary Preface to the Second Edition: The second edition of Martingale Methods in Financial Modelling includes significant updates to incorporate recent advancements in...