The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
Guardat en:
| Autor principal: | |
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| Autor corporatiu: | |
| Altres autors: | , |
| Format: | Electrònic eBook |
| Idioma: | anglès |
| Publicat: |
Hoboken, NJ :
John Wiley & Sons,
2009.
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| Matèries: | |
| Accés en línia: | An electronic book accessible through the World Wide Web; click to view |
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| 082 | 0 | 4 | |a 332.63/23 |2 22 |
| 100 | 1 | |a Rebonato, Riccardo. | |
| 245 | 1 | 4 | |a The SABR/LIBOR market model |h [electronic resource] : |b pricing, calibration and hedging for complex interest-rate derivatives / |c Riccardo Rebonato Kenneth McKay Richard White. |
| 260 | |a Hoboken, NJ : |b John Wiley & Sons, |c 2009. | ||
| 300 | |a xi, 284 p. : |b ill. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2010. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Hedging (Finance) |x Mathematical models. | |
| 650 | 0 | |a Options (Finance) |x Prices |x Mathematical models. | |
| 650 | 0 | |a Derivative securities |x Accounting. | |
| 650 | 0 | |a Interest rate futures. | |
| 650 | 0 | |a LIBOR market model. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a McKay, Kenneth, |d 1981- | |
| 700 | 1 | |a White, Richard, |d 1976- | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10380983 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 109503 |d 109503 | ||