An edition of The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives (2009)

SABR/LIBOR Market Model

Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

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SABR/LIBOR Market Model
Riccardo Rebonato, Riccardo Re ...
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Last edited by ImportBot
August 21, 2020 | History
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An edition of The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives (2009)

SABR/LIBOR Market Model

Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

by

  • 1 Want to read

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Publish Date
Publisher
Wiley & Sons, Incorporated, John
Language
English
Pages
296

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Subjects

Mathematical models, Hedging (Finance), Derivative securities, Options (Finance), Prices, Accounting, Interest rate futures, LIBOR market model, Interest rates
Edition Availability
Cover of: SABR/LIBOR Market Model
SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2015, Wiley & Sons, Limited, John
in English
Cover of: SABR/LIBOR Market Model
SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2011, Wiley & Sons, Incorporated, John
in English
Cover of: SABR/LIBOR Market Model
SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2011, Wiley & Sons, Incorporated, John
in English
Cover of: SABR/LIBOR Market Model
SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2010, Wiley & Sons, Incorporated, John
in English
Cover of: Sabr/Libor Market Model
Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2010, Wiley & Sons, Incorporated, John
in English
Cover of: The SABR/LIBOR market model
The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives
2009, John Wiley & Sons
in English

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Book Details

Classifications

Library of Congress

Edition Identifiers

Open Library
OL29062172M
ISBN 13
9781119995623

Work Identifiers

Work ID
OL2736598W

Source records

Better World Books record

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August 21, 2020 Created by ImportBot Imported from Better World Books record