| ISBN: | 9780470740057 (cloth) |
|---|---|
| 编目源: | DLC DLC |
| 个人名称: | Rebonato, Riccardo. |
| 题名: | The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato, Kenneth McKay and Richard White. |
| 索书号: | F830.9-32/R292E |
| 出版发行项: | Hoboken, NJ : John Wiley & Sons, 2009. |
| 载体形态: | 284 p. ; 25 cm. |
| 书目附注: | Includes bibliographical references and index. |