Rebonato, Riccardo. <br/><br/>
Interest-rate option models :  understanding, analysing and using models for exotic interest-rate options / 
Riccardo Rebonato. 
 - New York :  John Wiley & Sons,  1996. 
 - 372 p. :  ill. 
<br/><br/>Includes bibliographical references and index. 
<br/><br/><label>ISBN: </label>0471965693 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Interest rate futures--Mathematical models.<br/>Options (Finance)--Mathematical models.