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OFFICIAL VERIFIED

The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives by Riccardo Rebonato (6-Mar-2009) Hardcover

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4.81
32,719 ratings · 4,596 reviews
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OFFICIAL VERIFIED

The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives by Riccardo Rebonato (6-Mar-2009) Hardcover

4.81 32,719 ratings · 4,596 reviews
Discover The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives by Riccardo Rebonato (6-Mar-2009) Hardcover by Unknown Author. Start reading today and explore ideas, insights, and experiences that stay with you.

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Fiction Literature Bestseller Recommended
Length N/A pages
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ISBN-13 182277117

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Unknown Author is the author of several novels. Originally from the East Coast, they now live in the Midwest with family. In addition to writing, Unknown Author enjoys gardening, cooking, and reading way past bedtime. Their work often explores the complexities of everyday life and human relationships.

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Ashley Harris
Ashley Harris April 18, 2025
I have mixed feelings about this one. It had some good moments, but the overall plot felt a bit disjointed in the second half. Just right down the middle.
Rebecca Wilson
Rebecca Wilson November 15, 2024
Good, but not quite perfect. Writing is good, just wish there was a bit more depth in certain parts. Still kept my attention though. I'd probably recommend it to a friend.
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Rebecca Wilson
Rebecca Wilson December 11, 2025
Glad someone recommended this to me. I got really invested in the main character's journey. Everything just clicked for me. Worth the time and money.
Thomas Lopez
Thomas Lopez January 18, 2024
Such a great read. I got really invested in the main character's journey. Everything just clicked for me. Worth the time and money.
Cynthia Sanchez
Cynthia Sanchez April 04, 2024
Took me a few chapters to get into it, but it was worth it. I liked the main character, though some of the side plots were just okay. Not bad at all.
John Brown
John Brown August 26, 2025
Not bad, but not my favorite. The pacing was a bit slow and I found myself skimming a few pages. It wasn't terrible, just okay. Just right down the middle.
Michelle Carter
Michelle Carter July 26, 2024
A very satisfying read. I got really invested in the main character's journey. Everything just clicked for me. Would probably read it again at some point.
Daniel Roberts
Daniel Roberts April 02, 2024
I liked it for the most part. The middle dragged a tiny bit, but the ending totally made up for it. A solid 4 stars from me.
Lisa Nguyen
Lisa Nguyen April 24, 2024
A very satisfying read. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Worth the time and money.
Patricia Evans
Patricia Evans December 19, 2024
A solid read. Writing is good, just wish there was a bit more depth in certain parts. Still kept my attention though. I'd probably recommend it to a friend.
George Rodriguez
George Rodriguez October 12, 2024
Good, but not quite perfect. I liked the main character, though some of the side plots were just okay. Still a good book.
Thomas Martin
Thomas Martin February 21, 2025
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Cynthia Cruz August 05, 2024
It was okay. The writing was fine, but I didn't feel very connected to the characters. They felt a bit flat. It's fine if you have nothing else to read.
Robert Allen
Robert Allen February 26, 2024
Finished it in a couple of days. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Worth the time and money.
Eric Jackson
Eric Jackson December 25, 2024
Good, but not quite perfect. The middle dragged a tiny bit, but the ending totally made up for it. I'd probably recommend it to a friend.
Jessica Garcia
Jessica Garcia June 25, 2024
A very satisfying read. I got really invested in the main character's journey. Everything just clicked for me. Definitely recommend it if you like this genre.
Eric Jackson
Eric Jackson February 06, 2025
Took me a few chapters to get into it, but it was worth it. The middle dragged a tiny bit, but the ending totally made up for it. A solid 4 stars from me.
Michael Miller
Michael Miller December 10, 2024
An average read for me. Some parts were interesting, while others were a bit of a slog to get through. Probably won't read it again, but it was an okay way to pass the time.
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Joseph Taylor June 26, 2025
An average read for me. The pacing was a bit slow and I found myself skimming a few pages. It wasn't terrible, just okay. Probably won't read it again, but it was an okay way to pass the time.
Dorothy Thomas
Dorothy Thomas June 21, 2025
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Margaret Lewis
Margaret Lewis October 11, 2025
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Took me a few chapters to get into it, but it was worth it. Writing is good, just wish there was a bit more depth in certain parts. Still kept my attention though. Enjoyable weekend read.
Daniel Sanchez
Daniel Sanchez September 20, 2025
Such a great read. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. A solid 5/5 for me.
Jessica Edwards
Jessica Edwards July 14, 2025
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Brian Perez
Brian Perez August 31, 2024
A solid read. It held my attention, even if a few things were a little predictable. I'd probably recommend it to a friend.
Cynthia Jackson
Cynthia Jackson October 22, 2024
Glad someone recommended this to me. The author did a great job wrapping everything up at the end. No weird plot holes left behind. Worth the time and money.
Nancy  Parker
Nancy Parker April 24, 2024
I liked it for the most part. The middle dragged a tiny bit, but the ending totally made up for it. Not bad at all.
Deborah Lopez
Deborah Lopez July 24, 2025
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Robert Anderson June 14, 2025
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Betty Lopez
Betty Lopez December 06, 2024
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Kenneth Jackson October 04, 2024
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Carol Jones
Carol Jones August 07, 2024
It was okay. Some parts were interesting, while others were a bit of a slog to get through. Might work better for someone else, just wasn't completely for me.
Patricia Lopez
Patricia Lopez July 11, 2024
I was pleasantly surprised. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Glad I picked this up.
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Laura Davis September 21, 2024
Honestly one of the better books I've read lately. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Worth the time and money.
David Smith
David Smith September 17, 2024
Glad someone recommended this to me. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Definitely recommend it if you like this genre.
David Mitchell
David Mitchell October 22, 2025
A solid read. Writing is good, just wish there was a bit more depth in certain parts. Still kept my attention though. A solid 4 stars from me.
John Brown
John Brown October 03, 2025
A very satisfying read. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Will be looking for more from this author.
Christopher Robinson
Christopher Robinson May 15, 2025
I was pleasantly surprised. The author did a great job wrapping everything up at the end. No weird plot holes left behind. Definitely recommend it if you like this genre.
Michelle Reyes
Michelle Reyes April 21, 2025
Took me a few chapters to get into it, but it was worth it. I liked the main character, though some of the side plots were just okay. I'd probably recommend it to a friend.
Carol Martinez
Carol Martinez December 09, 2024
Good, but not quite perfect. It held my attention, even if a few things were a little predictable. A solid 4 stars from me.
David Martin
David Martin September 04, 2024
Honestly one of the better books I've read lately. I got really invested in the main character's journey. Everything just clicked for me. Will be looking for more from this author.
Emily White
Emily White August 12, 2024
Such a great read. I got really invested in the main character's journey. Everything just clicked for me. Glad I picked this up.
Cynthia Hill
Cynthia Hill October 16, 2024
Such a great read. I loved how the story unfolded. It kept me guessing without being too confusing. Definitely recommend it if you like this genre.
Elizabeth Miller
Elizabeth Miller April 07, 2025
Honestly one of the better books I've read lately. I got really invested in the main character's journey. Everything just clicked for me. Glad I picked this up.
Rebecca Gonzalez
Rebecca Gonzalez October 22, 2024
I was pleasantly surprised. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Will be looking for more from this author.
Margaret Martin
Margaret Martin April 26, 2024
Glad someone recommended this to me. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Glad I picked this up.
Linda Carter
Linda Carter June 29, 2025
A very satisfying read. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Glad I picked this up.
Deborah Hernandez
Deborah Hernandez September 16, 2024
Finished it in a couple of days. I loved how the story unfolded. It kept me guessing without being too confusing. Glad I picked this up.
John  Davis
John Davis May 08, 2025
Really enjoyed this one. I loved how the story unfolded. It kept me guessing without being too confusing. Definitely recommend it if you like this genre.
Richard Nguyen
Richard Nguyen October 02, 2025
A very satisfying read. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Will be looking for more from this author.
Joseph Flores
Joseph Flores July 10, 2024
Finished it in a couple of days. I loved how the story unfolded. It kept me guessing without being too confusing. Glad I picked this up.
Anthony Green
Anthony Green November 06, 2025
Finished it in a couple of days. The author did a great job wrapping everything up at the end. No weird plot holes left behind. Definitely recommend it if you like this genre.
Thomas Carter
Thomas Carter July 23, 2025
Glad someone recommended this to me. I loved how the story unfolded. It kept me guessing without being too confusing. Definitely recommend it if you like this genre.
Donald Lee
Donald Lee December 04, 2024
Took me a few chapters to get into it, but it was worth it. I liked the main character, though some of the side plots were just okay. I'd probably recommend it to a friend.
George Hall
George Hall June 25, 2025
Really enjoyed this one. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Glad I picked this up.
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Jacob Wilson May 13, 2025
A solid read. Writing is good, just wish there was a bit more depth in certain parts. Still kept my attention though. Not bad at all.
Eric Lewis
Eric Lewis February 20, 2025
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Elizabeth King November 27, 2025
Such a great read. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Would probably read it again at some point.
Mary Wilson
Mary Wilson February 06, 2025
I was pleasantly surprised. I got really invested in the main character's journey. Everything just clicked for me. Glad I picked this up.
Edward Hill
Edward Hill July 26, 2024
A very satisfying read. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Worth the time and money.
John Taylor
John Taylor March 24, 2024
I liked it for the most part. Interesting premise and executed fairly well. Just a few slow chapters here and there. I'd probably recommend it to a friend.
Robert Scott
Robert Scott July 19, 2025
Glad someone recommended this to me. I loved how the story unfolded. It kept me guessing without being too confusing. Would probably read it again at some point.
Michelle Allen
Michelle Allen October 11, 2024
I liked it for the most part. I liked the main character, though some of the side plots were just okay. I'd probably recommend it to a friend.
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Nicholas Parker August 02, 2024
An average read for me. The writing was fine, but I didn't feel very connected to the characters. They felt a bit flat. A generous 3 stars.
Ryan Williams
Ryan Williams April 01, 2024
Such a great read. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Glad I picked this up.
Cynthia Collins
Cynthia Collins April 14, 2025
Such a great read. The author did a great job wrapping everything up at the end. No weird plot holes left behind. A solid 5/5 for me.
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Steven Lopez August 13, 2025
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Laura Allen
Laura Allen July 31, 2024
A solid read. It held my attention, even if a few things were a little predictable. I'd probably recommend it to a friend.
Andrew Flores
Andrew Flores November 05, 2025
It was just alright. It had some good moments, but the overall plot felt a bit disjointed in the second half. Might work better for someone else, just wasn't completely for me.
Joseph Taylor
Joseph Taylor March 05, 2025
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Andrew Lewis
Andrew Lewis September 19, 2024
Glad someone recommended this to me. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. A solid 5/5 for me.
Donald Wilson
Donald Wilson June 14, 2025
A very satisfying read. I loved how the story unfolded. It kept me guessing without being too confusing. Glad I picked this up.
Joseph Flores
Joseph Flores August 14, 2024
Such a great read. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Will be looking for more from this author.
Stephanie Martin
Stephanie Martin October 13, 2025
A solid read. It held my attention, even if a few things were a little predictable. Still a good book.
Karen Wright
Karen Wright December 17, 2024
An average read for me. Some parts were interesting, while others were a bit of a slog to get through. A generous 3 stars.
Brian Williams
Brian Williams April 02, 2024
A very satisfying read. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Worth the time and money.
Carol Wright
Carol Wright February 02, 2024
Glad someone recommended this to me. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Glad I picked this up.
Susan Reyes
Susan Reyes April 16, 2025
Glad someone recommended this to me. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Glad I picked this up.
Ryan Rodriguez
Ryan Rodriguez March 29, 2024
It was okay. The writing was fine, but I didn't feel very connected to the characters. They felt a bit flat. Probably won't read it again, but it was an okay way to pass the time.
David Anderson
David Anderson June 29, 2024
Really enjoyed this one. I got really invested in the main character's journey. Everything just clicked for me. Glad I picked this up.
Michael Lewis
Michael Lewis March 11, 2025
Finished it in a couple of days. I got really invested in the main character's journey. Everything just clicked for me. A solid 5/5 for me.
Nicholas Mitchell
Nicholas Mitchell September 01, 2025
Pretty good overall. It held my attention, even if a few things were a little predictable. A solid 4 stars from me.
Joshua King
Joshua King December 20, 2025
Finished it in a couple of days. The author did a great job wrapping everything up at the end. No weird plot holes left behind. Will be looking for more from this author.
Jacob Reyes
Jacob Reyes April 03, 2025
Pretty good overall. Interesting premise and executed fairly well. Just a few slow chapters here and there. A solid 4 stars from me.
Rebecca Rodriguez
Rebecca Rodriguez October 13, 2024
It was just alright. It felt a bit repetitive in the middle. Could have been shorter. It's fine if you have nothing else to read.
Patricia Lee
Patricia Lee May 23, 2024
Honestly one of the better books I've read lately. I loved how the story unfolded. It kept me guessing without being too confusing. Would probably read it again at some point.
Susan Sanchez
Susan Sanchez July 03, 2024
Really enjoyed this one. The writing style is very engaging. It’s easy to follow but still has a lot of depth. A solid 5/5 for me.
Carol Gomez
Carol Gomez July 14, 2024
Finished it in a couple of days. The author did a great job wrapping everything up at the end. No weird plot holes left behind. Will be looking for more from this author.
Jacob Moore
Jacob Moore February 16, 2025
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Nicholas White
Nicholas White July 05, 2025
I liked it for the most part. It held my attention, even if a few things were a little predictable. A solid 4 stars from me.
Patricia Evans
Patricia Evans June 18, 2024
I was pleasantly surprised. I loved how the story unfolded. It kept me guessing without being too confusing. Would probably read it again at some point.
Kevin Moore
Kevin Moore July 09, 2025
I was pleasantly surprised. The author did a great job wrapping everything up at the end. No weird plot holes left behind. Would probably read it again at some point.
Carol Taylor
Carol Taylor October 05, 2024
Glad someone recommended this to me. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. A solid 5/5 for me.
Jacob King
Jacob King February 28, 2024
A very satisfying read. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Glad I picked this up.
Emily Lewis
Emily Lewis May 04, 2024
Such a great read. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Glad I picked this up.
Michael Miller
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A solid read. Interesting premise and executed fairly well. Just a few slow chapters here and there. Still a good book.
George Rivera
George Rivera August 05, 2025
Finished it in a couple of days. I got really invested in the main character's journey. Everything just clicked for me. Will be looking for more from this author.
Thomas Lopez
Thomas Lopez October 04, 2025
I was pleasantly surprised. I got really invested in the main character's journey. Everything just clicked for me. A solid 5/5 for me.
Rebecca Lopez
Rebecca Lopez September 17, 2024
Such a great read. I loved how the story unfolded. It kept me guessing without being too confusing. Would probably read it again at some point.
Jessica  Davis
Jessica Davis April 26, 2024
Really enjoyed this one. The author did a great job wrapping everything up at the end. No weird plot holes left behind. Will be looking for more from this author.
Michelle Reyes
Michelle Reyes February 17, 2024
Such a great read. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Definitely recommend it if you like this genre.
Robert Diaz
Robert Diaz June 04, 2024
Honestly one of the better books I've read lately. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Would probably read it again at some point.
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Mark Scott January 30, 2024
Finished it in a couple of days. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Would probably read it again at some point.
Steven Lopez
Steven Lopez February 28, 2025
Good, but not quite perfect. Interesting premise and executed fairly well. Just a few slow chapters here and there. Still a good book.
Steven Turner
Steven Turner October 16, 2024
I was pleasantly surprised. I got really invested in the main character's journey. Everything just clicked for me. Glad I picked this up.
Ryan Young
Ryan Young January 29, 2024
Honestly one of the better books I've read lately. The author did a great job wrapping everything up at the end. No weird plot holes left behind. A solid 5/5 for me.
Ashley Hall
Ashley Hall April 27, 2025
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Brian Evans
Brian Evans January 04, 2025
Really enjoyed this one. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. A solid 5/5 for me.
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Laura Davis February 17, 2025
I was pleasantly surprised. I got really invested in the main character's journey. Everything just clicked for me. A solid 5/5 for me.
George Flores
George Flores December 23, 2024
Glad someone recommended this to me. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Will be looking for more from this author.
Cynthia Hall
Cynthia Hall December 04, 2024
A solid read. I liked the main character, though some of the side plots were just okay. Not bad at all.
Eric Torres
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Really enjoyed this one. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. A solid 5/5 for me.
Mary Brown
Mary Brown October 25, 2025
Such a great read. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Glad I picked this up.
Melissa Gonzalez
Melissa Gonzalez June 10, 2025
Glad someone recommended this to me. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Worth the time and money.
Emily Perez
Emily Perez March 16, 2025
Really enjoyed this one. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Worth the time and money.
Laura Edwards
Laura Edwards January 09, 2024
Really enjoyed this one. I loved how the story unfolded. It kept me guessing without being too confusing. A solid 5/5 for me.
Ryan Lewis
Ryan Lewis March 04, 2024
A very satisfying read. I loved how the story unfolded. It kept me guessing without being too confusing. Worth the time and money.
William Brown
William Brown June 08, 2025
Glad someone recommended this to me. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. A solid 5/5 for me.
Joseph Flores
Joseph Flores July 03, 2025
Really enjoyed this one. I got really invested in the main character's journey. Everything just clicked for me. A solid 5/5 for me.
David Ramirez
David Ramirez September 29, 2024
A very satisfying read. I loved how the story unfolded. It kept me guessing without being too confusing. A solid 5/5 for me.
Sarah Rodriguez
Sarah Rodriguez March 13, 2024
Glad someone recommended this to me. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Definitely recommend it if you like this genre.
Mark Brown
Mark Brown August 30, 2025
A very satisfying read. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Would probably read it again at some point.
Amanda Lee
Amanda Lee September 24, 2025
Glad someone recommended this to me. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Would probably read it again at some point.
Ashley Harris
Ashley Harris November 14, 2025
A very satisfying read. I got really invested in the main character's journey. Everything just clicked for me. Worth the time and money.
David Martin
David Martin September 14, 2025
I was pleasantly surprised. The author did a great job wrapping everything up at the end. No weird plot holes left behind. Glad I picked this up.
Matthew Perez
Matthew Perez July 18, 2025
I liked it for the most part. Writing is good, just wish there was a bit more depth in certain parts. Still kept my attention though. A solid 4 stars from me.
George Flores
George Flores February 23, 2025
An average read for me. It felt a bit repetitive in the middle. Could have been shorter. A generous 3 stars.
Margaret Martin
Margaret Martin January 23, 2025
Good, but not quite perfect. I liked the main character, though some of the side plots were just okay. Enjoyable weekend read.
James Diaz
James Diaz May 13, 2024
Such a great read. The author did a great job wrapping everything up at the end. No weird plot holes left behind. Glad I picked this up.
Nicholas Baker
Nicholas Baker May 09, 2024
A solid read. I liked the main character, though some of the side plots were just okay. Still a good book.
Donna Moore
Donna Moore June 13, 2024
I was pleasantly surprised. I got really invested in the main character's journey. Everything just clicked for me. A solid 5/5 for me.
Matthew Thomas
Matthew Thomas April 29, 2024
A solid read. Interesting premise and executed fairly well. Just a few slow chapters here and there. Still a good book.
Linda Brown
Linda Brown June 05, 2025
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Daniel Rivera
Daniel Rivera July 02, 2025
Such a great read. I got really invested in the main character's journey. Everything just clicked for me. Glad I picked this up.
Stephanie Johnson
Stephanie Johnson January 04, 2025
Finished it in a couple of days. I got really invested in the main character's journey. Everything just clicked for me. Would probably read it again at some point.
Anthony Baker
Anthony Baker April 05, 2025
Such a great read. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Will be looking for more from this author.
Gary Adams
Gary Adams October 15, 2025
Glad someone recommended this to me. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Definitely recommend it if you like this genre.
Gary Sanchez
Gary Sanchez May 19, 2025
Good, but not quite perfect. The middle dragged a tiny bit, but the ending totally made up for it. Not bad at all.
Kevin Moore
Kevin Moore August 19, 2024
A very satisfying read. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. A solid 5/5 for me.
Deborah Lopez
Deborah Lopez October 28, 2025
Finished it in a couple of days. The writing style is very engaging. It’s easy to follow but still has a lot of depth. Will be looking for more from this author.
Kenneth Edwards
Kenneth Edwards March 13, 2025
Such a great read. The author did a great job wrapping everything up at the end. No weird plot holes left behind. A solid 5/5 for me.
Matthew Nelson
Matthew Nelson December 08, 2025
Really enjoyed this one. I got really invested in the main character's journey. Everything just clicked for me. Worth the time and money.
Margaret Jackson
Margaret Jackson April 23, 2025
Glad someone recommended this to me. It has a good balance of dialogue and description. Everything felt like it moved at the right speed. Worth the time and money.
William Flores
William Flores February 23, 2025
It was okay. It had some good moments, but the overall plot felt a bit disjointed in the second half. Probably won't read it again, but it was an okay way to pass the time.
Nicholas  Parker
Nicholas Parker May 15, 2025
I have mixed feelings about this one. It had some good moments, but the overall plot felt a bit disjointed in the second half. A generous 3 stars.
Patricia Evans
Patricia Evans September 23, 2025
It was just alright. It had some good moments, but the overall plot felt a bit disjointed in the second half. Just right down the middle.
Patricia  Davis
Patricia Davis January 23, 2024
Such a great read. The pacing was spot on and the characters felt real. I didn't find myself getting bored at any point. Will be looking for more from this author.
Cynthia Collins
Cynthia Collins October 10, 2025
Took me a few chapters to get into it, but it was worth it. I liked the main character, though some of the side plots were just okay. I'd probably recommend it to a friend.
Mary Scott
Mary Scott May 24, 2024
I was pleasantly surprised. I got really invested in the main character's journey. Everything just clicked for me. Will be looking for more from this author.
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