LIBOR Market Models and Smile
Latest Extensions and their Applications
Published on 15. December 2006
Book
Hardback
416 pages
978-0-470-02588-8 (ISBN)
Description
LIBOR Market Models and Smile: Latest Extensions and their Applications describes the most popular extensions to the LIBOR market model and analyses their most practical behavior on market data. This allows readers to compare and understand the implications of their choice of model.
More details
Series
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
Professional and scholarly
Dimensions
Height: 244 mm
Width: 168 mm
ISBN-13
978-0-470-02588-8 (9780470025888)
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Schweitzer Classification