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

Bibliographic Details
Main Author: Rebonato, Riccardo.
Corporate Author: ProQuest (Firm)
Other Authors: McKay, Kenneth, 1981-, White, Richard, 1976-
Format: Electronic eBook
Language:English
Published: Hoboken, NJ : John Wiley & Sons, 2009.
Subjects:
Online Access:Click to View
Description
Physical Description:xi, 284 p. : ill.
Bibliography:Includes bibliographical references and index.