The LIBOR model dynamics: Approximations, calibration and diagnostics (Q704056)
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scientific article; zbMATH DE number 2127021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The LIBOR model dynamics: Approximations, calibration and diagnostics |
scientific article; zbMATH DE number 2127021 |
Statements
The LIBOR model dynamics: Approximations, calibration and diagnostics (English)
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12 January 2005
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Finance
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Pricing
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Stochastic processes
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Interest rate modeling
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LIBOR market model
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