Explore Books on
interest rate futures

Interest Rate Modeling

By Lixin Wu

The SABR/LIBOR market model

By Riccardo Rebonato

Hedging fixed-rate mortgage investments against interest-rate risk

By J. Austin Murphy

The LIBOR market model in practice

By Dariusz Gatarek

Mathematical interest theory

By James W. Daniel,Leslie Jane Federer Vaaler

Interest rate futures markets and capital market theory

By Klaus Kobold

Survey of interest-rate futures markets

By Naomi L. Jaffe

Project

By Financial Accounting Standards Board.

Modern pricing of interest-rate derivatives

By Riccardo Rebonato

Volatility and Correlation

By Riccardo Rebonato

SABR and SABR LIBOR Market Models in Practice

By Christian Crispoldi,Gérald Wigger,Peter Larkin

Zinsprodukte in Euroland

By Thomas Heidorn,Achim Linsenmaier,Andre Besant

Financial instruments markets

By Jerome Lacey

Interest rate futures

By Robert W. Kolb

Mastering the ISDA Master Agreement

By Paul C Harding

Currency and interest rate hedging

By Torben Juul Andersen

Interest rates and credit availability

By United States. Congress. House. Committee on Agriculture. Subcommittee on Conservation, Credit, and Rural Development.

Managing Risk in the Foreign Exchange, Money and Derivative Markets

By Heinz Riehl

Gestion du risque de taux d'intérêt

By Charles de La Baume

Interest rate and currency swaps

By Keith C. Brown,Donald J. Smith

Covered interest arbitrage

By Ted Juhl

Interest rate, term structure, and valuation modeling

By Frank J. Fabozzi

Advanced interest rate and currency swaps

By Ravi E Dattatreya,Ravi E. Dattatreya,Kensuke Hotta

Financial futures markets

By Oliver H. Jones