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Author
Rebonato, Riccardo.
Title
The SABR/LIBOR market model [electronic resource] : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.
Imprint
Hoboken, NJ : John Wiley & Sons, 2009.
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Available to Pittsburg State University patrons only.
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Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
xi, 284 p. : ill.
Bibliography
Includes bibliographical references and index.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject
Hedging (Finance) -- Mathematical models.
Options (Finance) -- Prices -- Mathematical models.
Derivative securities -- Accounting.
Interest rate futures.
LIBOR market model.
Genre/Form
Electronic books.
Added Author
McKay, Kenneth, 1981-
White, Richard, 1976-
ProQuest (Firm)
ISBN
9780470740057
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