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Libor Market Model

Language EnglishEnglish
Book Paperback
Book Libor Market Model Goetsch
Libristo code: 08936811
Publishers VDM Verlag Dr. Mueller E.K., February 2007
The Libor Market Model is a financial model used to price and hedge exotic interest rate derivatives... Full description
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51.33 €
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The Libor Market Model is a financial model used to price and hedge exotic interest rate derivatives. The model is accepted and used widely due to its consistence with the standard market formula, Black's cap (floor) formula. This compatibility simplifies

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About the book

Full name Libor Market Model
Author Goetsch
Language English
Binding Book - Paperback
Date of issue 2007
Number of pages 120
EAN 9783865507013
ISBN 9783865507013
Libristo code 08936811
Publishers VDM Verlag Dr. Mueller E.K.
Weight 204
Dimensions 170 x 244 x 6

Categories

Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Health, Relationships & Personal development > Self-help & personal development > Personal finance
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