White, Richard
Overview
Works: | 2 works in 2 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
LIBOR market model.
Business networks
Options (Finance) - Prices - Mathematical models.
Communication in organizations
HD69.S8
332.6323
Hedging (Finance) - Mathematical models.
Organizational effectiveness
Interest rate futures.
Interorganizational relations
658.044
Derivative securities - Accounting.