TY  - BOOK
AU  - Rebonato Riccardo
AU  - McKay Kenneth
AU  - White Richard
TI  - SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives
SN  - 978-0-470-74005-7
U1  - 332.6323 
PY  - 2009///
CY  - Chichester
PB  - John Wiley
KW  - Derivative securities-accounting
KW  - Hedging (Finance)-mathematical models
KW  - Interest rate futures
KW  - LIBOR market model
KW  - Options (Finance)- prices-mathematical models
ER  -