-
1
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives
Gepubliceerd in 2009Boek -
2
Modern pricing of interest-rate derivatives the LIBOR market model and beyond
Gepubliceerd in 2002Boek -
3
Interest-rate option models understanding analysing and using models fro exotic interest rate options
Gepubliceerd in 1998Boek -
4
-
5
-
6
-
7
-
8
-
9
Currency and interest rate hedging a user's guide to options, futures, swaps, and forward contracts
Gepubliceerd in 1987Boek -
10