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Calibration and Parameterization Methods for the Libor Market Model
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Calibration and Parameterization Methods for the Libor Market Model

Forfatter:
Engelsk
The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates.
ISBN
9783658046873
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
13.1.2014
Forlag
Springer
Antall sider
64