Rebonato, R. (2002). Modern pricing of interest-rate derivatives: The LIBOR market model and beyond. Princeton University Press.
Chicago Style (17th ed.) CitationRebonato, Riccardo. Modern Pricing of Interest-rate Derivatives: The LIBOR Market Model and Beyond. Princeton, N.J: Princeton University Press, 2002.
MLA (9th ed.) CitationRebonato, Riccardo. Modern Pricing of Interest-rate Derivatives: The LIBOR Market Model and Beyond. Princeton University Press, 2002.
Warning: These citations may not always be 100% accurate.