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LIBOR Market Models and Smile
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LIBOR Market Models and Smile

Författare:
inbunden, 2006
Engelska
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LIBOR Market Models and Smile: Latest Extensions and their Applications describes the most popular extensions to the LIBOR market model and analyses their most practical behavior on market data. This allows readers to compare and understand the implications of their choice of model.
Undertitel
Latest Extensions and their Applications
Författare
Fabio Mercurio
ISBN
9780470025888
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2006-12-15
Sidor
416