| 000 | 01141nam a2200289 a 4500 | ||
|---|---|---|---|
| 001 | vtls000044547 | ||
| 003 | KUKTEM | ||
| 005 | 20251117150151.0 | ||
| 008 | 090917t2009 njua f b 001 0 eng d | ||
| 020 | _a9780470740057 (cloth) | ||
| 039 | 9 |
_a201107132333 _bVLOAD _c201007071524 _dfauzi _y200909171248 _zsafura |
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| 040 | _aUMP | ||
| 090 | _aHG6024.A3 R43 2009 | ||
| 100 | 1 | _aRebonato, Riccardo | |
| 245 | 1 | 4 |
_aThe SABR/LIBOR market model : _bpricing, calibration and hedging for complex interest-rate derivatives / _cRiccardo Rebonato Kenneth McKay Richard White |
| 260 |
_aHoboken, NJ : _bJohn Wiley & Sons, _c2009 |
||
| 300 |
_axi, 284 p. : _bill. ; _c25 cm. |
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| 504 | _aIncludes bibliographical references and index | ||
| 650 | 0 |
_aHedging (Finance) _xMathematical models |
|
| 650 | 0 |
_aOptions (Finance) _xPrices _xMathematical models |
|
| 650 | 0 |
_aDerivative securities _xAccounting |
|
| 650 | 0 | _aInterest rate futures | |
| 650 | 0 | _aLIBOR market model | |
| 700 | 1 | _aMcKay, Kenneth | |
| 700 | 1 | _aWhite, Richard | |
| 999 |
_aVIRTUA40 _c52823 _d52829 |
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