booktheque

The SABR/LIBOR market model

Riccardo Rebonato · 2009

Where to buy

Amazon’s price changes daily, so the most accurate place to see it is there, at the moment you buy.

View on Amazon

Book details

Year
2009
Language
English
Publisher
John Wiley & Sons
Editions
7
ISBN
9780470740057

Data source: Wikidata

More by Riccardo Rebonato

Taking liberties
Riccardo Rebonato · 2012
Volatility and Correlation
Riccardo Rebonato · 2005
Volatility and Correlation
Riccardo Rebonato · 1999
Bond Pricing and Yield Curve Modeling
Riccardo Rebonato · 2017
Coherent stress testing
Riccardo Rebonato · 2010
Plight of the Fortune Tellers
Riccardo Rebonato · 2007
Modern pricing of interest-rate derivatives
Riccardo Rebonato · 2002
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Riccardo Rebonato · 1999
How to Think about Climate Change
Riccardo Rebonato · 2023
Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation
Riccardo Rebonato · 2014