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

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

Detaylı Bibliyografya
Yazar: Rebonato, Riccardo
Diğer Yazarlar: McKay, Kenneth 1981-, White, Richard 1976-
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Chichester Wiley c2009.
Konular:
Hedging (Finance) > Mathematical models.
Options (Finance) > Prices > Mathematical models.
Derivative securities > Accounting.
Interest rate futures.
LIBOR market model.