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Calibration and Parameterization Methods for the Libor Market Model - BestMasters Christoph Hackl 2014 edition
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Calibration and Parameterization Methods for the Libor Market Model - BestMasters
Christoph Hackl
The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates.
73 pages, 27 black & white illustrations, 11 black & white tables, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 13. januarja 2014 |
| Prvotni datum izida | 2013 |
| ISBN13 | 9783658046873 |
| Založniki | Springer |
| Strani | 64 |
| Dimenzije | 148 × 210 × 5 mm · 108 g |
| Jezik | Angleščina |
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