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

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Rebonato, Riccardo
Rannpháirtithe:	McKay, Kenneth 1981-, White, Richard 1976-
Formáid:	LEABHAR
Teanga:	Béarla
Foilsithe / Cruthaithe:	Chichester Wiley c2009.
Ábhair:	Hedging (Finance) > Mathematical models. Options (Finance) > Prices > Mathematical models. Derivative securities > Accounting. Interest rate futures. LIBOR market model.