
Conte aos seus amigos sobre este item:
Calibration and Parameterization Methods for the Libor Market Model - BestMasters 2014 edition
Christoph Hackl
Calibration and Parameterization Methods for the Libor Market Model - BestMasters 2014 edition
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
Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
Lançado | 13 de janeiro de 2014 |
Data do lançamento original | 2013 |
ISBN13 | 9783658046873 |
Editoras | Springer |
Páginas | 64 |
Dimensões | 148 × 210 × 5 mm · 108 g |
Idioma | English |