The SABR/LIBOR market model : pricing, calibrating and hedging for complex interest-rate derivatives
Riccardo Rebonato ; Kenneth McKay and Richard White
| Year of publication: |
2009
|
|---|---|
| Authors: | Rebonato, Riccardo ; McKay, Kenneth ; White, Richard |
| Publisher: |
Hoboken, N.J. : Wiley |
| Subject: | Derivat <Wertpapier> | Hedging | Zins | Mathematisches Modell | Interest rates | Mathematical models | Derivative securities |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XI, 284 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-470-74005-1 ; 978-0-470-74005-7 |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Betriebswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004931607