The SABR/LIBOR market model [electronic resource] : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.

By: Contributor(s): Material type: BookBookPublication details: Hoboken, NJ : John Wiley & Sons, 2009.Description: xi, 284 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.63/23 22
LOC classification:
  • HG6024.A3 R427 2009eb
Online resources:
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Item type Current library Call number Status Date due Barcode
E-Books E-Books Main Library 332.63/23 (Browse shelf(Opens below)) Available

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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