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

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Brand Wiley
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  • 9780470740057

Wiley

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

£ 62.43
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Princeton University Press

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

£ 136.80
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NobleTrex Press

SOFR Derivatives Strategy: Trading and Hedging in the Post-LIBOR Rate Market

£ 25.86
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Princeton University Press

Modern Pricing of InterestRate Derivatives The LIBOR Market Model and Beyond

£ 132.00
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