The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, West Sussex, U.K.
Wiley
2009
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| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references (p. 271-274) and index |
| Beschreibung: | 1 Online-Ressource (xi, 284 p.) |
| ISBN: | 9781282689855 |
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| 245 | 1 | 0 | |a The SABR/LIBOR market model |b pricing, calibration and hedging for complex interest-rate derivatives |c Riccardo Rebonato, Kenneth McKay and Richard White |
| 264 | 1 | |a Chichester, West Sussex, U.K. |b Wiley |c 2009 | |
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| 650 | 4 | |a Hedging (Finance) / Mathematical models | |
| 650 | 4 | |a Options (Finance) / Prices / Mathematical models | |
| 650 | 4 | |a Derivative securities / Accounting | |
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Datensatz im Suchindex
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| author | Rebonato, Riccardo |
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| bvnumber | BV041907513 |
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| collection | ZDB-26-MYL |
| ctrlnum | (OCoLC)733730773 (DE-599)BVBBV041907513 |
| dewey-full | 332.63/23 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/23 |
| dewey-search | 332.63/23 |
| dewey-sort | 3332.63 223 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| isbn | 9781282689855 |
| language | English |
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| spelling | Rebonato, Riccardo Verfasser aut The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives Riccardo Rebonato, Kenneth McKay and Richard White Chichester, West Sussex, U.K. Wiley 2009 1 Online-Ressource (xi, 284 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (p. 271-274) and index Mathematisches Modell Hedging (Finance) / Mathematical models Options (Finance) / Prices / Mathematical models Derivative securities / Accounting Interest rate futures Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Hedging (DE-588)4123357-8 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Preisbildung (DE-588)4047103-2 s Hedging (DE-588)4123357-8 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 McKay, Kenneth Sonstige oth White, Richard Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-74005-7 Erscheint auch als Druck-Ausgabe, Hardcover 0-470-74005-1 http://lib.myilibrary.com?id=268985 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rebonato, Riccardo The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives Mathematisches Modell Hedging (Finance) / Mathematical models Options (Finance) / Prices / Mathematical models Derivative securities / Accounting Interest rate futures Derivat Wertpapier (DE-588)4381572-8 gnd Hedging (DE-588)4123357-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd Preisbildung (DE-588)4047103-2 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4123357-8 (DE-588)4114528-8 (DE-588)4047103-2 |
| title | The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives |
| title_auth | The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives |
| title_exact_search | The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives |
| title_full | The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives Riccardo Rebonato, Kenneth McKay and Richard White |
| title_fullStr | The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives Riccardo Rebonato, Kenneth McKay and Richard White |
| title_full_unstemmed | The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives Riccardo Rebonato, Kenneth McKay and Richard White |
| title_short | The SABR/LIBOR market model |
| title_sort | the sabr libor market model pricing calibration and hedging for complex interest rate derivatives |
| title_sub | pricing, calibration and hedging for complex interest-rate derivatives |
| topic | Mathematisches Modell Hedging (Finance) / Mathematical models Options (Finance) / Prices / Mathematical models Derivative securities / Accounting Interest rate futures Derivat Wertpapier (DE-588)4381572-8 gnd Hedging (DE-588)4123357-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd Preisbildung (DE-588)4047103-2 gnd |
| topic_facet | Mathematisches Modell Hedging (Finance) / Mathematical models Options (Finance) / Prices / Mathematical models Derivative securities / Accounting Interest rate futures Derivat Wertpapier Hedging Preisbildung |
| url | http://lib.myilibrary.com?id=268985 |
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