| title | ISBN-13 (ISBN-10) | year of publica- tion | other author(s) |
|---|---|---|---|
| The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives | 978-0-470-74005-7 (0-470-74005-1) | 2009 | Riccardo Rebonato · Richard White |
K.M. · Kenneth Macksey · Kenneth Meeks · Kenneth N. McKay · Kenneth R. McKay