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LIBOR Market Model in Practice
The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model.
1 120,00 DH
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The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model.
| ISBN / EAN | 9780470014431 |
|---|---|
| Auteur | Gatarek, Dariusz |
| Editeur | John Wiley & Sons Inc |