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1
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives
Foilsithe / Cruthaithe 2009LEABHAR -
2
Modern pricing of interest-rate derivatives the LIBOR market model and beyond
Foilsithe / Cruthaithe 2002LEABHAR -
3
Interest-rate option models understanding analysing and using models fro exotic interest rate options
Foilsithe / Cruthaithe 1998LEABHAR -
4
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5
Advanced interest rate and currency swaps state-of-the art products, strategies and risk management applications
Foilsithe / Cruthaithe 1994LEABHAR -
6
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7
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8
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9
Currency and interest rate hedging a user's guide to options, futures, swaps, and forward contracts
Foilsithe / Cruthaithe 1987LEABHAR -
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