SABR and SABR LIBOR Market Models in Practice : Christian Crispoldi : 9781137378637
arXiv:1405.2450v4 [q-fin.MF] 6 Aug 2015
Modeling Deposit Portfolio Rates: Combining Replicating Portfolio Concepts with Regression Analysis to Improve PPNR Stress Testi
SilverWood Books - Libor Mikeska Author Page
Lending & Secured Finance 2020 | Countdown to 2021: The End of LIBOR and the Rise of SOFR | ICLG
CHAPTER 1 KEY RISKS AND CHALLENGES FOR SUSTAINING FINANCIAL STABILITY : Global Financial Stability Report, April 2011 : Durable Financial Stability: Getting There from Here:
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PDF) Volatility Skews and Extensions of the LIBOR Market Model
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Could changes in LIBOR-setting lead to frustration in current contracts? | LexisNexis Blogs
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LSD (Libor Sošťák Design) | Prague Stay
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives: Amazon.co.uk: Rebonato, Riccardo, McKay, Kenneth, White, Richard: 9780470740057: Books