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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interest-rate derivatives
Rebonato, Riccardo, (2009)
The mathematics of derivatives : tools for designing numerical algorithms
Navin, Robert L., (2007)
The LIBOR market model in practice
Gatarek, Dariusz, (2006)
Credit default swaps and financial stability
Cont, Rama, (2010)
Modeling term structure dynamics : an infinite dimensional approach
Cont, Rama, (2005)