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

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Material type: Text

TextPublication details: Hoboken, NJ : John Wiley & Sons, 2009Description: xi, 284 p. : ill. ; 25 cmISBN:

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Holdings
Item type	Current library	Call number	Copy number	Status	Date due	Barcode
Open Shelf	UMPLIB GAMBANG	HG6024.A3 R43 2009 (Browse shelf(Opens below))	1	Available		0000046559

Includes bibliographical references and index