An edition of The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives (2009)

The SABR/LIBOR market model

pricing, calibration and hedging for complex interest-rate derivatives

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Cover of: The SABR/LIBOR market model by Riccardo Rebonato, Riccardo Rebonato
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Last edited by ImportBot
September 29, 2021 | History
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An edition of The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives (2009)

The SABR/LIBOR market model

pricing, calibration and hedging for complex interest-rate derivatives

by

  • 1 Want to read

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Publish Date
Publisher
John Wiley & Sons
Language
English

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Previews available in: English

Subjects

Mathematical models, Hedging (Finance), Derivative securities, Options (Finance), Prices, Accounting, Interest rate futures, LIBOR market model, Interest rates
Edition Availability
Cover of: SABR/LIBOR Market Model
SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2015, Wiley & Sons, Limited, John
in English
Cover of: SABR/LIBOR Market Model
SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2011, Wiley & Sons, Incorporated, John
in English
Cover of: SABR/LIBOR Market Model
SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2011, Wiley & Sons, Incorporated, John
in English
Cover of: SABR/LIBOR Market Model
SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2010, Wiley & Sons, Incorporated, John
in English
Cover of: Sabr/Libor Market Model
Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
2010, Wiley & Sons, Incorporated, John
in English
Cover of: The SABR/LIBOR market model
The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives
2009, John Wiley & Sons
in English

Add another edition?

Book Details

Edition Notes

Includes bibliographical references and index.

Published in
Hoboken, NJ

Classifications

Dewey Decimal Class
332.63/23
Library of Congress
HG6024.A3 R427 2009, HB539

The Physical Object

Pagination
p. cm.

Edition Identifiers

Open Library
OL23015918M
Internet Archive
sabrlibormarketm00rebo
ISBN 13
9780470740057
LCCN
2009001882
Library Thing
9153277
Goodreads
6416556

Work Identifiers

Work ID
OL2736598W

Source records

Library of Congress MARC record
Library of Congress MARC record
Library of Congress MARC record
Internet Archive item record
Better World Books record

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
September 29, 2021 Edited by ImportBot import existing book
July 7, 2019 Edited by MARC Bot import existing book
August 19, 2010 Edited by IdentifierBot added LibraryThing ID
April 16, 2010 Edited by bgimpertBot Added goodreads ID.
February 18, 2009 Created by ImportBot Imported from Library of Congress MARC record