00879nam a2200241 a 4500001001400000003000700014005001700021008004100038020002600079040000800105100002300113245015500136260004400291300003300335504005000368650004300418650005100461650003800512650002600550650002300576700001900599700001900618vtls000044547KUKTEM20251117150151.0090917t2009    njua   f b    001 0 eng d  a9780470740057 (cloth)  aUMP1 aRebonato, Riccardo14aThe SABR/LIBOR market model :bpricing, calibration and hedging for complex interest-rate derivatives /cRiccardo Rebonato Kenneth McKay Richard White  aHoboken, NJ :bJohn Wiley & Sons,c2009  axi, 284 p. :bill. ;c25 cm.  aIncludes bibliographical references and index 0aHedging (Finance)xMathematical models 0aOptions (Finance)xPricesxMathematical models 0aDerivative securitiesxAccounting 0aInterest rate futures 0aLIBOR market model1 aMcKay, Kenneth1 aWhite, Richard