The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives / / Riccardo Rebonato Kenneth McKay Richard White.
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Year of Publication: | 2009 |
Language: | English |
Online Access: | |
Physical Description: | xi, 284 p. :; ill. |
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Bibliography: | Includes bibliographical references and index. |
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ISBN: | 9780470740057 |
Hierarchical level: | Monograph |
Statement of Responsibility: | Riccardo Rebonato Kenneth McKay Richard White. |