TY  - BOOK
AU  - Rebonato,Riccardo
AU  - McKay,Kenneth
AU  - White,Richard
ED  - ebrary, Inc.
TI  - The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives 
AV  - HG6024.A3 R427 2009eb
U1  - 332.63/23 22
PY  - 2009///
CY  - Hoboken, NJ
PB  - John Wiley & Sons
KW  - Hedging (Finance)
KW  - Mathematical models
KW  - Options (Finance)
KW  - Prices
KW  - Derivative securities
KW  - Accounting
KW  - Interest rate futures
KW  - LIBOR market model
KW  - Electronic books
KW  - local
N1  - 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
UR  - http://site.ebrary.com/lib/welingkar/Doc?id=10380983
ER  -