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Calibration and Parameterization Methods for the Libor Market Model - BestMasters Christoph Hackl 2014 edition
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
| 介质类型 | 图书 Paperback Book (平装胶订图书) |
| 已发行 | 2014年1月13日 |
| 原始发行日期 | 2013 |
| ISBN13 | 9783658046873 |
| 出版商 | Springer |
| 页数 | 64 |
| 商品尺寸 | 148 × 210 × 5 mm · 108 g |
| 语言 | 英语 |