The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
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Main Author: | Rebonato, Riccardo |
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Corporate Author: | ebrary, Inc |
Other Authors: | McKay, Kenneth, 1981-, White, Richard, 1976- |
Format: | Electronic eBook |
Language: | English |
Published: |
Hoboken, NJ :
John Wiley & Sons,
2009.
|
Subjects: | |
Online Access: | An electronic book accessible through the World Wide Web; click to view |
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