Robust Libor Modelling and Pricing of Derivative Products
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About this book
One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe 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
About the Author
John Schoenmakers
| Author | John Schoenmakers |
| ISBN-13 | 9781135436742 |
| Publisher | CRC Press |
| Publication Date | 03/29/2005 |
| Series | Chapman and Hall/CRC Financial Mathematics Series |
| Page Count | 224 pages |
Book details
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- PDF, instant download
- Language
- English
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