One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such
- ISBN13 9780203499092
- Publish Date 29 March 2005
- Publish Status Active
- Publish Country GB
- Publisher Taylor & Francis Ltd
- Imprint Chapman and Hall
- Format eBook
- Pages 224
- Language English