Calibration and Parameterization Methods for the Libor Market Model - BestMasters - Christoph Hackl - Books - Springer - 9783658046873 - January 13, 2014
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Christoph Hackl
Calibration and Parameterization Methods for the Libor Market Model - BestMasters 2014 edition

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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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 13, 2014
Original release date 2013
ISBN13 9783658046873
Publishers Springer
Pages 64
Dimensions 148 × 210 × 5 mm   ·   108 g
Language English  

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