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The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex
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The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

by Rebonato, Riccardo; McKay, Kenneth; White, Richard

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Condition
Very Good
ISBN 10
0470740051
ISBN 13
9780470740057
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Synopsis

Includes bibliographical references and index.

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Bookseller
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Bookseller's Inventory #
0470740051-8-1
Title
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Author
Rebonato, Riccardo; McKay, Kenneth; White, Richard
Book Condition
Used - Very Good
Quantity Available
1
Edition
1
Binding
Hardcover
ISBN 10
0470740051
ISBN 13
9780470740057
Publisher
Wiley
This edition first published
2009-04

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