The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato, Kenneth McKay, and Richard White.
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| Main Author: | |
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Chichester, West Sussex, U.K. :
John Wiley & Sons,
2009.
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| Subjects: |
Business Library - Stacks
| Call Number: |
HG6024.A3 R427 2009
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| HG6024.A3 R427 2009 | Available Place a Hold |