Chapman and Hall/CRC Financial Mathematics Series
Författare:
E-bok, 2005
engelska
107,40 €
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One of Riskbook.com''s Best of 2005 - Top Ten Finance Books
The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such
The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such
- Författare
- John Schoenmakers
- ISBN
- 9780203499092
- Språk
- engelska
- Utgivningsdatum
- 29.3.2005
- Förlag
- CRC Press
