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Item Details
Title: THE SABR/LIBOR MARKET MODEL
PRICING, CALIBRATION AND HEDGING FOR COMPLEX INTEREST-RATE DERIVATIVES
By: Riccardo Rebonato
Format: Electronic book text

List price: £78.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 1119995620
ISBN 13: 9781119995623
Publisher: JOHN WILEY & SONS INC
Pub. date: 23 February, 2011
Pages: 296
Publication: US
Imprint: John Wiley & Sons Inc
Returns: Non-returnable
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