The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.
2009
HG6024.A3 R427 2009
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Title
The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.
Author
Rebonato, Riccardo.
ISBN
9780470740057
Publication Details
Hoboken, NJ : John Wiley & Sons, 2009.
Language
English
Description
xi, 284 p. : ill.
Call Number
HG6024.A3 R427 2009
Dewey Decimal Classification
332.63/23
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Added Author
McKay, Kenneth, 1981-
White, Richard, 1976-
White, Richard, 1976-
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