The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Year of publication: |
2009
|
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Authors: | Rebonato, Riccardo ; McKay, Kenneth ; White, Richard |
Publisher: |
Chichester [u.a.] : Wiley |
Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | Zins | Interest rate | Hedging | Optionspreistheorie | Option pricing theory | Derivat <Wertpapier> | Preisbildung | Mathematisches Modell |
Description of contents: | Table of Contents [gbv.de] |
Extent: | XI, 284 S. graph. Darst. |
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Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 0-470-74005-1 ; 978-0-470-74005-7 |
Classification: | Geld, Inflation, Kapitalmarkt ; Volkswirtschaft: Sonstiges |
Source: | ECONIS - Online Catalogue of the ZBW |
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