Showing 1 - 2 results of 2 for search '', query time: 0.01s Refine Results
  1. 1

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

    Published 2009
    Book

    The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives
  2. 2

    Modern pricing of interest-rate derivatives the LIBOR market model and beyond by Rebonato, Riccardo

    Published 2002
    Book

    Modern pricing of interest-rate derivatives the LIBOR market model and beyond

Search Tools: