The SABR/LIBOR market model [electronic resource] : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.
By: Rebonato, Riccardo.
Contributor(s): McKay, Kenneth | White, Richard | ebrary, Inc.
Material type:
BookPublisher: Hoboken, NJ : John Wiley & Sons, 2009Description: xi, 284 p. : ill.Subject(s): Hedging (Finance) -- Mathematical models | Options (Finance) -- Prices -- Mathematical models | Derivative securities -- Accounting | Interest rate futures | LIBOR market modelGenre/Form: Electronic books.DDC classification: 332.63/23 Online resources: An electronic book accessible through the World Wide Web; click to view
| Item type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
|---|---|---|---|---|---|---|---|---|
E-book
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IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10380983 | 1 | Available |
Total holds: 0
Includes bibliographical references and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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