MAP20080056476 Rebonato, Riccardo Interest rate derivatives : delt and vega hedging in the SABR and LMM-SABR models / Riccardo Rebonato, Andry Pogudin and Richard White En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 15/12/2008 Tomo 21 Número 12 - 2008