The Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

Name: The Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Brand: wiley
SKU: 9781119995630
Rating: 4.1 (11 reviews)
ISBN: 9781119995630

The Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives image

ISBN-10:

1119995639

ISBN-13:

9781119995630

Author(s): Richard White; Riccardo Rebonato

Released: Mar 01, 2011

Publisher: wiley

Format: Kindle Edition, 296 pages

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