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John Schoenmakers
Robust Libor Modelling and Pricing of Derivative Products [PDF ebook]

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Couverture du John Schoenmakers: Robust Libor Modelling and Pricing of Derivative Products (PDF)

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

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Langue Anglais ● Format PDF ● Pages 224 ● ISBN 9780203499092 ● Maison d’édition CRC Press ● Publié 2005 ● Téléchargeable 3 fois ● Devise EUR ● ID 6551872 ● Protection contre la copie Adobe DRM

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