Libor Market Model必备宝典。想必不用多介绍了吧。

amazon上4.5星:

http://www.amazon.com/Engineering-Chapman-Hall-Financial-Mathematics/dp/1584889683

64刀买的，so请原谅我收费。(我也是穷人。。)

Hardcover: 240 pages
Publisher: Chapman & Hall/CRC (November 1, 2007)
Language: English
ISBN-10: 1584889683
ISBN-13: 978-1584889687