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The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives

紀錄類型:	書目-語言資料,印刷品 : 單行本
副題名:	pricing, calibration and hedging for complex interest-rate derivatives
作者:	RebonatoRiccardo,
合作者:	WhiteRichard,
合作者:	McKayKenneth,
出版地:	Hoboken, NJ
出版者:	John Wiley & Sons;
出版年:	2009
面頁冊數:	xi, 284 p.ill. : 26 cm.;
標題:	Options (Finance) - Prices - Mathematical models. -
標題:	LIBOR market model. -
標題:	Interest rate futures. -
標題:	Hedging (Finance) - Mathematical models. -
標題:	Derivative securities - Accounting. -
附註:	Includes bibliographical references and index.
ISBN:	0-470-74005-1bound
ISBN:	9780470740057bound

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives
Rebonato, Riccardo

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato, Kenneth McKay, Richard White - Hoboken, NJ : John Wiley & Sons, 2009. - xi, 284 p. ; ill. ; 26 cm..
Includes bibliographical references and index..
ISBN 0-470-74005-1ISBN 9780470740057
Options (Finance) - Prices - Mathematical models.LIBOR market model.Interest rate futures.Hedging (Finance) - Mathematical models.Derivative securities - Accounting.

White, Richard

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives
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