Rebonato, Riccardo <br/><br/>
Modern pricing of interest-rate derivatives  : the LIBOR market model and beyond / 

 - Princeton:  Princeton University Press,  2002 
 - xvii, 467p. Bibl. Index. 
<br/><br/><label>ISBN: </label>0691089736 
<br/><br/><label>Dewey Class. No.: </label>338.52  / R292.MP