The SABR/LIBOR market model [electronic resource] : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.
Material type:
TextPublication details: Hoboken, NJ : John Wiley & Sons, 2009.Description: xi, 284 p. : illSubject(s): Genre/Form: DDC classification: - 332.63/23 22
- HG6024.A3 R427 2009
| Item type | Current library | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|
| Ebook | TUS: Midlands, Main Library Athlone Online | eBook (Browse shelf(Opens below)) | Available |
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.