Interest rate derivatives : delt and vega hedging in the SABR and LMM-SABR models
| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20080056476 | ||
| 003 | MAP | ||
| 005 | 20081229113042.0 | ||
| 008 | 081223e20081215esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a7 | ||
| 100 | $0MAPA20080665425$aRebonato, Riccardo | ||
| 245 | 0 | 0 | $aInterest rate derivatives$b: delt and vega hedging in the SABR and LMM-SABR models$cRiccardo Rebonato, Andry Pogudin and Richard White |
| 773 | 0 | $wMAP20077002387$tRisk : risk management, derivatives, structured products$dSouthwick, West Sussex : Incisive Financial Publishing, 2007-$x0952-8776$g15/12/2008 Tomo 21 Número 12 - 2008 | |
| 856 | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |