[NT 42591] Language: 簡体中文

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[NT 60476] Jump To : [NT 60487] Overview | [NT 60480] Titles | [NT 60479] Subjects

McKay, Kenneth

[NT 60487] Overview

[NT 60478] Works:	1 [NT 60520] works in 1 [NT 60521] publications in 1 [NT 60522] languages

[NT 60480] Titles

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives [NT 59711] by: McKay, Kenneth; Rebonato, Riccardo; White, Richard ([NT 1579] Language materials, printed)

[NT 60479] Subjects

Derivative securities - Accounting. LIBOR market model. Hedging (Finance) - Mathematical models. Interest rate futures. Options (Finance) - Prices - Mathematical models. 332.6323

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