The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives /

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Bibliografiset tiedot
Päätekijä:	Rebonato, Riccardo
Muut tekijät:	McKay, Kenneth, 1981-, White, Richard, 1976-
Aineistotyyppi:	Elektroninen E-kirja
Kieli:	englanti
Julkaistu:	Hoboken, NJ : John Wiley & Sons, 2009.
Aiheet:	Hedging (Finance) > Mathematical models. Options (Finance) > Prices > Mathematical models. Derivative securities > Accounting. Interest rate futures. LIBOR market model. Electronic books.
Linkit:	https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/179881 Näytä asiakasliittymässä
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100	1		\|a Rebonato, Riccardo.
245	1	4	\|a The SABR/LIBOR market model : \|b pricing, calibration and hedging for complex interest-rate derivatives / \|c Riccardo Rebonato Kenneth McKay Richard White.
264		1	\|a Hoboken, NJ : \|b John Wiley & Sons, \|c 2009.
300			\|a xi, 284 p. : \|b ill.
336			\|a text \|b txt \|2 rdacontent
337			\|a computer \|b c \|2 rdamedia
338			\|a online resource \|b cr \|2 rdacarrier
347			\|a data file \|2 rda
504			\|a Includes bibliographical references and index.
588			\|a Description based on metadata supplied by the publisher and other sources.
590			\|a Electronic resource. Santa Fe, Argentina: elibro, 2025. Available via the World Wide Web. Access may be limited to libraries affiliated with elibro.
650		0	\|a Hedging (Finance) \|x Mathematical models.
650		0	\|a Options (Finance) \|x Prices \|x Mathematical models.
650		0	\|a Derivative securities \|x Accounting.
650		0	\|a Interest rate futures.
650		0	\|a LIBOR market model.
655		4	\|a Electronic books.
700	1		\|a McKay, Kenneth, \|d 1981-
700	1		\|a White, Richard, \|d 1976-
797	2		\|a elibro, Corp.
856	4	0	\|u https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/179881