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

SABR/LIBOR Market Model

Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

by

  • 1 Want to read
SABR/LIBOR Market Model
Riccardo Rebonato, Riccardo Re ...
Locate

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today
Notes
  • 1 Want to read
Notes

Check nearby libraries

Buy this book

Last edited by ImportBot
September 18, 2021 | History
Edit
An edition of The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives (2009)

SABR/LIBOR Market Model

Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

by

  • 1 Want to read

This edition doesn't have a description yet. Can you add one?

Publish Date
Publisher
Wiley & Sons, Limited, John
Language
English
Pages
296

Check nearby libraries

Buy this book

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

The Physical Object

Number of pages
296
Weight
0.682

Edition Identifiers

Open Library
OL33489714M
ISBN 13
9781119206392

Work Identifiers

Work ID
OL2736598W

Source records

Better World Books record

Community Reviews (0)

No community reviews have been submitted for this work.

Lists

This work does not appear on any lists.

History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
September 18, 2021 Created by ImportBot Imported from Better World Books record