Hedging (Finance) - Mathematical models.

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)

Fixed-income securities : dynamic methods for interest rate risk pricing and hedging by: Martellini, Lionel; Priaulet, Philippe (Language materials, printed)