The 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 approa...
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| Main Author: | |
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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, England ; Hoboken, NJ :
John Wiley & Sons,
©2006.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | CONNECT |
