01287nam a2200301 a 4500001001400000003000700014005001700021008004100038020002600079039006700105040000800172090002300180100002300203245015500226260004400381300003300425504005000458650004300508650005100551650003800602650002600640650002300666700001900689700001900708952013400727999002700861999009700888vtls000044547KUKTEM20251117150151.0090917t2009    njua   f b    001 0 eng d  a9780470740057 (cloth) 9a201107132333bVLOADc201007071524dfauziy200909171248zsafura  aUMP  aHG6024.A3 R43 20091 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  00104070a10000b10000d2019-09-04g308.43l0oHG6024.A3 R43 2009p0000046559r2019-09-04 00:00:00t1v308.43w2019-09-04yOPEN  aVIRTUA40c52823d52829  aVTLSSORT0080*0200*0400*0900*1000*2450*2600*3000*5040*6500*6501*6502*6503*6504*7000*7001*9991