SABR/LIBOR Market Model

Name: SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Brand: John Wiley & Sons Inc
SKU: 9780470740057
Price: 8163.00 INR
Availability: InStock

Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

by Kenneth McKay, Riccardo Rebonato, Richard White

John Wiley & Sons Inc · 2009

₹8,163

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About this book

SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives is written by Kenneth McKay, Riccardo Rebonato & others. This edition is published by John Wiley & Sons Inc (2009).

Topics covered include Mathematical models, Hedging (Finance), Derivative securities and Options (Finance).