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Télécharger le livre : The SABR/LIBOR Market Model
Kenneth Mckay , Riccardo Rebonato , Richard White
The SABR/LIBOR Market Model
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities...
Editeur : Wiley
Parution : 2011-03-01

Format(s) : PDF, ePub
81,23 €
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