The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Riccardo Rebonato, Kenneth McKay and Richard White
| Year of publication: |
2009
|
|---|---|
| Authors: | Rebonato, Riccardo ; McKay, Kenneth ; White, Richard |
| Publisher: |
Chichester [u.a.] : Wiley |
| Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | Zins | Interest rate | Hedging | Optionspreistheorie | Option pricing theory | Derivat <Wertpapier> | Preisbildung | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XI, 284 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-470-74005-1 ; 978-0-470-74005-7 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Volkswirtschaft: Sonstiges |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003767860