The SABR/LIBOR market model [electronic resource] : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 332.63/23 22
- HG6024.A3 R427 2009eb
No physical items for this record
Includes bibliographical references and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
There are no comments on this title.
Log in to your account to post a comment.