The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
by Richard White, Riccardo Rebonato, Kenneth Mckay
The SABR/LIBOR Market Model offers a comprehensive guide to pricing, calibration, and hedging complex interest-rate derivatives. It equips readers with the tools to navigate advanced financial modeling in dynamic markets. Ideal for quantitative analysts and risk managers seeking precision in derivative strategies.
About This Book
The SABR/LIBOR Market Model is a key framework in quantitative finance, focusing on the pricing and management of interest-rate derivatives.
This text explores the model's applications in handling complex financial products, emphasizing practical calibration and hedging strategies.
Authored by experts in the field, it serves as a resource for professionals dealing with sophisticated market models.
The content is structured to support same-day dispatch and guaranteed packaging for new, mint condition copies.
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