Interest rate dynamics, derivatives pricing and risk management. Lecture notes i

Book - Modern Pricing of Interest - Rate Derivatives by Riccardo Rebonato

Financial Derivatives: Pricing and Risk Management by James A. Overdahl (English

Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and

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

Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedg

Derivatives Handbook: Risk Management and Control by Robert J. Schwartz (English

Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applications b