The SABR/LIBOR market model [electronic resource] : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.
Material type: TextPublication details: Hoboken, NJ : John Wiley & Sons, 2009.Description: xi, 284 p. : illSubject(s): Genre/Form: DDC classification:- 332.63/23 22
- HG6024.A3 R427 2009eb
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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.
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