MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR...

International Journal of Theoretical and Applied Finance 2010 / 02 Vol. 13; Iss. 1

MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING

MERCURIO, FABIO
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Volume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S021902491000570X
Date:
February, 2010
File:
PDF, 471 KB
english, 2010
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