The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
Main Author: | |
---|---|
Corporate Author: | |
Other Authors: | , |
Format: | Electronic eBook |
Language: | English |
Published: |
Hoboken, NJ :
John Wiley & Sons,
2009.
|
Subjects: | |
Online Access: | Click to View |