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McKay, Kenneth
Overview
Works:
1 works in 1 publications in 1 languages
Titles
The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives
by: McKay, Kenneth; Rebonato, Riccardo; White, Richard
(Language materials, printed)
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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