The SABR/LIBOR Market Model : Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Riccardo (Royal Bank of Scotland Group, UK) Rebonato
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The SABR/LIBOR Market Model : Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Riccardo Rebonato
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The SABR/LIBOR Market Model : Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Riccardo Rebonato
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Format: eBook (PDF)