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Richard White

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The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives / / Riccardo Rebonato Kenneth McKay Richard White.

Participants: Rebonato, Riccardo. [ ]; ProQuest (Firm) [ ]; McKay, Kenneth, 1981- [ TeilnehmendeR ]; White, Richard, 1976- [ TeilnehmendeR ]; ProQuest (Firm) [ TeilnehmendeR ]
Published: 2009.

Other Authors: “...White, Richard, 1976-...”

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