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Robust Libor Modelling and Pricing of Derivative Products Book PDF Summary

One of Riskbook.com's Best of 2005 - Top Ten Finance Books The 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

Detail Book of Robust Libor Modelling and Pricing of Derivative Products PDF

Robust Libor Modelling and Pricing of Derivative Products
  • Author : John Schoenmakers
  • Release : 29 March 2005
  • Publisher : CRC Press
  • ISBN : 9780203499092
  • Genre : Business & Economics
  • Total Page : 224 pages
  • Language : English
  • PDF File Size : 7,9 Mb

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