The Libor Market Model In Practice
Download The Libor Market Model In Practice full books in PDF, epub, and Kindle. Read online free The Libor Market Model In Practice ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Related Books
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2007-01-23 - Publisher: John Wiley & Sons
The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefor
Language: en
Pages: 274
Pages: 274
Type: BOOK - Published: 2016-04-29 - Publisher: Springer
Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitati
Language: en
Pages: 486
Pages: 486
Type: BOOK - Published: 2012-01-16 - Publisher: Princeton University Press
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have n
Language: en
Pages: 290
Pages: 290
Type: BOOK - Published: 2007-01-30 - Publisher: John Wiley & Sons
The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefor
Language: en
Pages: 736
Pages: 736
Type: BOOK - Published: 2013-02-18 - Publisher: John Wiley & Sons
Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Pr