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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:	Hedging (Finance) > Mathematical models. Options (Finance) > Prices > Mathematical models. Derivative securities > Accounting. Interest rate futures. LIBOR market model. Electronic books.
Online Access:	Click to View

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