The Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

by Riccardo Rebonato, Kenneth McKay, and Richard White

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  • ISBN10 1282689851
  • ISBN13 9781282689855
  • Publish Date 1 January 2010
  • Publish Status Active
  • Out of Print 17 February 2015
  • Publish Country US
  • Imprint Wiley
  • Format eBook
  • Pages 284
  • Language English