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

書誌詳細
第一著者:	Rebonato, Riccardo
その他の著者:	McKay, Kenneth 1981-, White, Richard 1976-
フォーマット:	図書
言語:	英語
出版事項:	Chichester Wiley c2009.
主題:	Hedging (Finance) > Mathematical models. Options (Finance) > Prices > Mathematical models. Derivative securities > Accounting. Interest rate futures. LIBOR market model.