SABR/LIBOR market model Rebonato Riccardo; McKay Kenneth; White Richard Pricing, calibration and hedging for complex interest-rate derivatives.

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Material type: Text

TextLanguage: English Publication details: West Sussex Wiley 2009Description: ix,284p cmSubject(s):

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Item type	Current library	Home library	Call number	Status	Barcode
Textual	South Campus Library	South Campus Library	X65:5 P9 (Browse shelf(Opens below))	Available	SC1469043

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