The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /

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Detalles Bibliográficos
Autor principal:	Rebonato, Riccardo
Autor Corporativo:	ebrary, Inc
Otros Autores:	McKay, Kenneth, 1981-, White, Richard, 1976-
Formato:	Electrónico eBook
Lenguaje:	inglés
Publicado:	Hoboken, NJ : John Wiley & Sons, 2009.
Materias:	Hedging (Finance) > Mathematical models. Options (Finance) > Prices > Mathematical models. Derivative securities > Accounting. Interest rate futures. LIBOR market model. Electronic books.
Acceso en línea:	An electronic book accessible through the World Wide Web; click to view
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives / por Rebonato, Riccardo

Publicado 2009

An electronic book accessible through the World Wide Web; click to view

Electrónico eBook