The SABR/LIBOR market model [electronic resource] : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.
Material type:
- 332.63/23 22
- HG6024.A3 R427 2009eb
Item type | Current library | Call number | Status | Date due | Barcode |
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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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