Robust Libor Modelling and Pricing of Derivative Products (1) (Chapman and Hall/CRC Financial Mathematics Series)
By:
Sign Up Now!
Already a Member? Log In
You must be logged into Bookshare to access this title.
Learn about membership options,
or view our freely available titles.
- Synopsis
- 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
- Copyright:
- 2005
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 224 Pages
- ISBN-13:
- 9781135436742
- Related ISBNs:
- 9781584884415, 9781135436704, 9780203499092, 9780429210112
- Publisher:
- CRC Press
- Date of Addition:
- 01/26/25
- Copyrighted By:
- Taylor & Francis Group, LLC
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.