The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives /

Volatility and correlation : the perfect hedger and the fox /
by: Rebonato, Riccardo
Published: (2004)

Robust Libor modelling and pricing of derivative products /
by: Schoenmakers, John
Published: (2005)

Interest rate futures and options /
by: Pitts, Mark, 1950-
Published: (1990)

SABR and SABR LIBOR market models in practice : with examples Implemented in Python /
by: Crispoldi, Christian, et al.
Published: (2015)

Robust Libor modelling and pricing of derivative products /
by: Schoenmakers, John
Published: (2005)

Financial markets : stochastic analysis and the pricing of derivative securities /
by: Melʹnikov, A. V., 1953-
Published: (1999)

Management and control of currency and interest rate risk /
by: Howcroft, Barry
Published: (1989)

An introduction to financial option valuation : mathematics, stochastics, and computation /
by: Higham, Desmond J., 1964-
Published: (2004)

The Handbook of currency and interest rate risk management /
Published: (1990)

Martingale methods in financial modelling /
by: Musiela, Marek, 1950-
Published: (2005)

Robust static super-replication of barrier options /
by: Maruhn, Jan H.
Published: (2009)

Pricing and hedging interest and credit risk sensitive instruments /
by: Skinner, Frank, 1957-
Published: (2005)

Trading VIX derivatives : trading and hedging strategies using VIX futures, options, and exchange-traded notes /
by: Rhoads, Russell
Published: (2011)

Interest rate futures : a comprehensive introduction /
by: Kolb, Robert W., 1949-
Published: (1982)

Winning the interest rate game : a guide to debt options /
Published: (1985)

Advanced options trading : the analysis and evaluation of trading strategies, hedging tactics, and pricing models /
by: Daigler, Robert T.
Published: (1994)

Modeling fixed-income securities and interest rate options /
by: Jarrow, Robert A.
Published: (2002)

Hedging : principles, practices, and strategies for the financial markets /
by: Koziol, Joseph D.
Published: (1990)

Option pricing, interest rates and risk management /
Published: (2001)

Financial futures and options : managing risk in the interest rate, currency and equity markets /
by: Kawaller, Ira G.
Published: (1992)

Modern pricing of interest-rate derivatives : the LIBOR market model and beyond /
by: Rebonato, Riccardo
Published: (2002)

The measurement of market risk : modelling of risk factors, asset pricing, and approximation of portfolio distributions /
by: Moix, Pierre-Yves, 1965-
Published: (2001)

Currency and interest rate hedging : a user's guide to options, futures, swaps, & forward contracts /
by: Andersen, Torben Juul
Published: (1993)

Volatility trading /
by: Sinclair, Euan, 1969-
Published: (2013)

Volatility trading /
by: Sinclair, Euan, 1969-
Published: (2008)

Volatility trading /
by: Sinclair, Euan, 1969-
Published: (2013)

The LIBOR market model in practice /
by: Gatarek, Dariusz
Published: (2006)

Pricing and hedging financial derivatives and structured products : a guide for practitioners /
by: Marroni, Leonardo, 1980-
Published: (2013)

The complete guide to option pricing formulas /
by: Haug, Espen Gaarder
Published: (2007)

Modelling fixed income securities and interest rate options /
by: Jarrow, Robert A.
Published: (1996)

Trading financial futures : markets, methods, strategies, and tactics /
by: Labuszewski, John
Published: (1988)

The volatility trading plan : safely short volatility with proven options, trading strategies and proper risk management /
by: Branco, Pedro
Published: (2019)

Options, futures, and exotic derivatives : theory, application and practice /
Published: (1998)

Pricing and hedging interest and credit risk sensitive instruments /
by: Skinner, Frank, 1957-
Published: (2005)

Martingale methods in financial modelling /
by: Musiela, Marek, 1950-
Published: (1997)

Computational methods for option pricing /
by: Achdou, Yves
Published: (2005)