TY  - BOOK
AU  - Rebonato,Riccardo
AU  - McKay,Kenneth
AU  - White,Richard
TI  - The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives 
SN  - 9780470740057 (cloth)
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
N1  - Includes bibliographical references and index
ER  -