Kenneth Mckay: 2 books
The SABR/LIBOR Market Model
Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Language: English
Release Date: March 1, 2011
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model. The...
by Ian Budge, Kenneth Newton, John Bartle
Language: English
Release Date: December 16, 2013
Language: English
Release Date: December 16, 2013
The New British Politics is one of the most comprehensive and successful introductions to British politics ever published. Now available in a fully revised and updated fourth edition, this clear, lively and authoritative text has an emphasis on law and order and the historical context of British politics....