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Cover image for Interest rate swaps and their derivatives : a practitioner's guide

Interest rate swaps and their derivatives : a practitioner's guide

by

Sadr, Amir, 1963-

Format:

Books

Publication Date

2009

Excerpt:

Derivative securities.

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2.

Cover image for 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 interest-rate derivatives

by

Rebonato, Riccardo.

Format:

Books

Publication Date

2009

Excerpt:

Derivative securities -- Accounting.

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