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

By: Rebonato Riccardo.
Contributor(s): McKay Kenneth [Auth.] | White Richard [Auth.].
Material type: materialTypeLabelBookPublisher: Chichester John Wiley 2009Description: ix,284p.ISBN: 978-0-470-74005-7.Subject(s): Derivative securities-accounting | Hedging (Finance)-mathematical models | Interest rate futures | LIBOR market model | Options (Finance)- prices-mathematical modelsDDC classification: 332.6323
English Auth.
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Item type Current location Call number Status Date due Barcode Item holds
Books Books ISI Library, Kolkata
 
332.6323 R292 (Browse shelf) Available 131420
Total holds: 0

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