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Robust Libor Modelling and Pricing of Derivative Products

  • English
$49.00 Regular price$119.00 Save 58%

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About this book

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

About the Author

John Schoenmakers

Author John Schoenmakers
ISBN-13 9781135436742
Publisher CRC Press
Publication Date 03/29/2005
Series Chapman and Hall/CRC Financial Mathematics Series
Page Count 224 pages

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