Explore Books on
libor market model

The SABR/LIBOR market model

By Riccardo Rebonato

The LIBOR market model in practice

By Dariusz Gatarek

Modern pricing of interest-rate derivatives

By Riccardo Rebonato

Barometer of fear

By Alexis Stenfors

Open secret

By Erin Arvedlund

Modelling interest rates

By Fabio Mercurio

The spider network

By David Enrich

The fix

By Liam Vaughan