| 10-15-2007, 03:19 AM | #1 |
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Interest rate Futures
Hi cac anh chi ^__^
I'm a junior in college and would love to read more about interest rate futures/interest rate modelling etc. It would be great if you could recommend me some good books/reference/sources.  Merci beaucoup ^___^ |
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| 10-17-2007, 04:33 AM | #2 |
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I was recommended this one: "Brigo and Mercurio. Interest Rate Models - Theory and Practice: With Smile, Inflation, and Credit." I haven't looked at the book. That said, it may or may not be at the right level for you.
Good luck. Last edited by Khoa Tran; 10-17-2007 at 04:58 AM. |
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Arielle (10-28-2007)
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| 10-23-2007, 10:18 PM | #3 |
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I have a soft copy of this book (pdf) - shoot me an email if you want it (hale262@gmail.com)
Last edited by halle; 10-23-2007 at 10:25 PM. |
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Arielle (10-28-2007)
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