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Modern Pricing Of Interest-Rate Derivatives
The Libor Market Model And Beyond
language: english
Publisher:
Princeton University Press, November of 2002 ‧
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154,25€
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SYNOPSIS
Presents the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. This book talks about the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780691089737 |
| Publisher: | Princeton University Press |
| Release Date: | November of 2002 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 488 |
| Format: | Book |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9780691089737 |
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