Rebonato, Riccardo <br/><br/>
The SABR/LIBOR market model :  pricing, calibration and hedging for complex interest-rate derivatives / 
Riccardo Rebonato Kenneth McKay Richard White 
 - Hoboken, NJ :  John Wiley & Sons,  2009 
 - xi, 284 p. :  ill. ;  25 cm. 
<br/><br/>Includes bibliographical references and index 
<br/><br/><label>ISBN: </label>9780470740057 (cloth) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Hedging (Finance)--Mathematical models<br/>Options (Finance)--Prices--Mathematical models<br/>Derivative securities--Accounting<br/>Interest rate futures<br/>LIBOR market model