Interest-Rate Option Models: Understanding, An... by Rebonato, Riccardo Hardback

Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps by ...

Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps, Darby

Advanced Mathematics And Algorithms For Interest Rate Derivatives by Grant Richm

Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps by ...

Interest Rate Swaps and Their Derivatives: A Practitioner's Guide by Amir Sadr (

Efficient Methods for Valuing Interest Rate Derivatives by Antoon Pelsser (Engli

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Mo