Re: [Quantlib-dev] (no subject)

[Ferdinando A. <fer...@am...>]

Hi Sakti

>I am looking for some Info on Interest derivative Modelling. Please furnish
>with any info, if possible
QuantLib-dev is for development of the QuantLib library.
A better place for your question would be QuantLib-users 
(http://lists.sourceforge.net/mailman/listinfo/quantlib-users) or any of 
the available Internet forum/list (see 
http://www.ametrano.net/quant/quant.html)

I can suggest a few books:
Hull, White, Hull-White On Derivatives (p20)
Jarrow, Modelling Fixed Income Securities and Interest Rate Options
Rebonato, Interest-Rate Option Models (Second Edition)
Rebonato, Volatility
Clewlow, Strickland, Implementing Derivatives Models

ciao -- Nando