| Title | The SABR LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives |
|---|---|
| Author | Riccardo Rebonato, Kenneth McKay, Richard White |
| Year | 2009 |
| Edition | 1 |
| Volume | |
| Series | |
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| Language | English |
Size: 2.02MB | Pages: 296 |
LLC: N/A | DDC: 332.63/23
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