APA Citation

Rebonato, R., McKay, K., & White, R. (2009). The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. Hoboken, NJ: John Wiley & Sons.

Chicago Style Citation

Rebonato, Riccardo., Kenneth McKay, and Richard White. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Hoboken, NJ: John Wiley & Sons, 2009.

MLA Citation

Rebonato, Riccardo., Kenneth McKay, and Richard White. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Hoboken, NJ: John Wiley & Sons, 2009.

Warning: These citations may not always be 100% accurate.