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

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

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ProQuest (Firm)
Rebonato, Riccardo.
TeilnehmendeR:
McKay, Kenneth, 1981-
White, Richard, 1976-
ProQuest (Firm)
Year of Publication:2009
Language:English
Online Access:
Physical Description:xi, 284 p. :; ill.
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100 1 |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 |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/oeawat/detail.action?docID=516963  |z Click to View 

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