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010 a| 2009001882;

020 a| 9780470740057 (cloth);

035 a| (WaSeSS)ssj0000427554;

040 a| DLCc| DLCd| DLCd| WaSeSS;

049 a| EREEa| NEHH;

050 00 a| HG6024.A3b| R427 2009;

082 00 a| 332.63/232| 22;

100 1 a| Rebonato, Riccardo.=| ^A382351;

245 14 a| The SABR/LIBOR market modelh| [electronic resource] :b| pricing, calibration and hedging for complex interest-rate derivatives /c| Riccardo Rebonato Kenneth McKay Richard White.;

260 a| Hoboken, NJ :b| John Wiley & Sons,;

263 a| 0902;

300 a| p. cm.;

504 a| Includes bibliographical references and index.;

506 a| Available only to authorized users.;

538 a| Mode of access: World Wide Web;

650 0 a| Hedging (Finance)x| Mathematical models.=| ^A76207;

650 0 a| Options (Finance)x| Pricesx| Mathematical models.=| ^A1006257;

650 0 a| Derivative securitiesx| Accounting.=| ^A355791;

650 0 a| Interest rate futures.=| ^A120746;

650 0 a| LIBOR market model.=| ^A1335759;

655 0 a| Electronic books.=| ^A491897;

700 1 a| McKay, Kenneth,d| 1981-?| UNAUTHORIZED;

700 1 a| White, Richard,d| 1976-?| UNAUTHORIZED;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=516963;

949 a| CLICK ON WEB ADDRESSw| ASISh| JOYNER188;

949 a| CLICK ON WEB ADDRESSw| ASISh| HSL77;

949 a| CLICK ON WEB ADDRESSw| ASISh| JMUSIC60;

596 a| 1 3 4;

998 a| 5617221;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 5617221-1001l| JNETm| JOYNERr| Ys| Yt| JNESSBKu| 4/19/2021x| EBOOKz| JERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 5617221-2001l| HSLELECm| HSLr| Ys| Yt| HEBKu| 4/19/2021x| EBOOKz| HERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 5617221-3001l| MNETm| JMUSICr| Ys| Yt| MNESSBKu| 4/19/2021x| EBOOKz| JERESOURCE;

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.

Author/creator	Rebonato, Riccardo
Other author	McKay, Kenneth, 1981-
Other author	White, Richard, 1976-
Format	Electronic
Publication Info	Hoboken, NJ : John Wiley & Sons,
Description	p. cm.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Hedging (Finance)--Mathematical models. Options (Finance)--Prices. --Mathematical models. Derivative securities--Accounting. Interest rate futures. LIBOR market model.

Bibliography note	Includes bibliographical references and index.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Genre/form	Electronic books.
LCCN	2009001882
ISBN	9780470740057 (cloth)

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The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.

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