Models of forward Libor and swap rates (Q4541568)
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scientific article; zbMATH DE number 1771964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Models of forward Libor and swap rates |
scientific article; zbMATH DE number 1771964 |
Statements
Models of forward Libor and swap rates (English)
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4 September 2002
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Libor rates
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lognormal model
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European caps
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Eurodollar
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