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
Klappentext
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
Titel
Robust Libor Modelling and Pricing of Derivative Products
Autor
EAN
9781135436742
Format
E-Book (epub)
Hersteller
Veröffentlichung
29.03.2005
Digitaler Kopierschutz
Adobe-DRM
Anzahl Seiten
224
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