In this book Ricardo Rebonato, well-known academic and practitioner, reviews all important models for pricing Interest-Rates derivatives. The book is somewhere in between the book by Bjork and the book by Musiela and Rutkowski in terms of mathematical difficulty. Ricardo begins with the lucid introduction to bond analysis and stochastic processes, so you can begin you journey with this book and you don't need any prior knowledge.
This book is especially highly rated at all exotics trading desks.
This book is especially highly rated at all exotics trading desks.
