| Record ID | marc_loc_updates/v38.i08.records.utf8:23519688:1005 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v38.i08.records.utf8:23519688:1005?format=raw |
LEADER: 01005cam a22002898a 4500
001 2009001882
003 DLC
005 20100219075206.0
008 090121s2009 nju b 001 0 eng
010 $a 2009001882
020 $a9780470740057 (cloth)
040 $aDLC$cDLC$dDLC
050 00 $aHG6024.A3$bR427 2009
082 00 $a332.63/23$222
100 1 $aRebonato, Riccardo.
245 14 $aThe SABR/LIBOR market model :$bpricing, calibration and hedging for complex interest-rate derivatives /$cRiccardo Rebonato Kenneth McKay Richard White.
260 $aHoboken, NJ :$bJohn Wiley & Sons,$c2009.
263 $a0902
300 $ap. cm.
504 $aIncludes bibliographical references and index.
650 0 $aHedging (Finance)$xMathematical models.
650 0 $aOptions (Finance)$xPrices$xMathematical models.
650 0 $aDerivative securities$xAccounting.
650 0 $aInterest rate futures.
650 0 $aLIBOR market model.
700 1 $aMcKay, Kenneth,$d1981-
700 1 $aWhite, Richard,$d1976-