SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives

SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives by Riccardo Rebonato


ISBN
9780470740057
Published
Released
01 / 04 / 2009
Binding
Hardcover
Pages
296
Dimensions
172 x 250 x 24mm

None
140.95


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