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01583nam a2200409Ia 4500 |
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MiAaPQ |
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20200520144314.0 |
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090121s2009 njua sb 001 0 eng d |
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|z 2009001882
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|z 9780470740057
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4 |
|a 332.63/23
|2 22
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| 100 |
1 |
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|a Rebonato, Riccardo.
|
| 245 |
1 |
4 |
|a The SABR/LIBOR market model
|h [electronic resource] :
|b pricing, calibration and hedging for complex interest-rate derivatives /
|c Riccardo Rebonato Kenneth McKay Richard White.
|
| 260 |
|
|
|a Hoboken, NJ :
|b John Wiley & Sons,
|c 2009.
|
| 300 |
|
|
|a xi, 284 p. :
|b ill.
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 533 |
|
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
|
| 650 |
|
0 |
|a Hedging (Finance)
|x Mathematical models.
|
| 650 |
|
0 |
|a Options (Finance)
|x Prices
|x Mathematical models.
|
| 650 |
|
0 |
|a Derivative securities
|x Accounting.
|
| 650 |
|
0 |
|a Interest rate futures.
|
| 650 |
|
0 |
|a LIBOR market model.
|
| 655 |
|
4 |
|a Electronic books.
|
| 700 |
1 |
|
|a McKay, Kenneth,
|d 1981-
|
| 700 |
1 |
|
|a White, Richard,
|d 1976-
|
| 710 |
2 |
|
|a ProQuest (Firm)
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=516963
|z Click to View
|
