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: |
Hoboken, NJ
John Wiley & Sons
2009
|
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xi, 284 p. |
| ISBN: | 9780470740057 |
Internformat
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| 100 | 1 | |a Rebonato, Riccardo |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The SABR/LIBOR market model |b pricing, calibration and hedging for complex interest-rate derivatives |c Riccardo Rebonato Kenneth McKay Richard White |
| 264 | 1 | |a Hoboken, NJ |b John Wiley & Sons |c 2009 | |
| 300 | |a xi, 284 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Hedging (Finance) |x Mathematical models | |
| 650 | 4 | |a Options (Finance) |x Prices |x Mathematical models | |
| 650 | 4 | |a Derivative securities |x Accounting | |
| 650 | 4 | |a Interest rate futures | |
| 650 | 4 | |a LIBOR market model | |
| 650 | 0 | 7 | |a Preisbildung |0 (DE-588)4047103-2 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
| _version_ | 1804177240499421184 |
|---|---|
| any_adam_object | |
| author | Rebonato, Riccardo |
| author_facet | Rebonato, Riccardo |
| author_role | aut |
| author_sort | Rebonato, Riccardo |
| author_variant | r r rr |
| building | Verbundindex |
| bvnumber | BV044143409 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| ctrlnum | (ZDB-30-PAD)EBC516963 (ZDB-89-EBL)EBL516963 (OCoLC)649476974 (DE-599)BVBBV044143409 |
| 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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| id | DE-604.BV044143409 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:44:56Z |
| institution | BVB |
| isbn | 9780470740057 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029550254 |
| oclc_num | 649476974 |
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| physical | xi, 284 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | John Wiley & Sons |
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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 Richard White Hoboken, NJ John Wiley & Sons 2009 xi, 284 p. txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index Mathematisches Modell Hedging (Finance) Mathematical models Options (Finance) Prices Mathematical models Derivative securities Accounting Interest rate futures LIBOR market model Preisbildung (DE-588)4047103-2 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Hedging (DE-588)4123357-8 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 1981- Sonstige oth White, Richard 1976- Sonstige oth 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 LIBOR market model Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd Hedging (DE-588)4123357-8 gnd |
| subject_GND | (DE-588)4047103-2 (DE-588)4381572-8 (DE-588)4114528-8 (DE-588)4123357-8 |
| 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 Richard White |
| title_fullStr | The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives Riccardo Rebonato Kenneth McKay Richard White |
| title_full_unstemmed | The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives Riccardo Rebonato Kenneth McKay 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 LIBOR market model Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd Hedging (DE-588)4123357-8 gnd |
| topic_facet | Mathematisches Modell Hedging (Finance) Mathematical models Options (Finance) Prices Mathematical models Derivative securities Accounting Interest rate futures LIBOR market model Preisbildung Derivat Wertpapier Hedging |
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