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The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives /

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Bibliographic Details
Main Author: Rebonato, Riccardo
Other Authors: McKay, Kenneth, 1981-, White, Richard, 1976-
Format: Book
Language:English
Published: Chichester, West Sussex, U.K. : John Wiley & Sons, 2009.
Subjects:
Hedging (Finance) > Mathematical models.
Options (Finance) > Prices > Mathematical models.
Derivative securities > Accounting.
Interest rate futures.

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Call Number: HG6024.A3 R427 2009
 
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HG6024.A3 R427 2009 Available