MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING (Q3560083)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING |
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MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING (English)
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19 May 2010
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credit crisis
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interest rates
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basis
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forward curves
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discount curve
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LIBOR market model
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measure change
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caps
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swaptions
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analytical formulas
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stochastic volatility
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