The LIBOR Market Model in Practice (Gatarek/The LIBOR) ||...

  • Main
  • The LIBOR Market Model in Practice...

The LIBOR Market Model in Practice (Gatarek/The LIBOR) || Calibration Algorithms to Caps and Swaptions Based on Optimization Techniques

Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, Robert
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
10.1002/97
Year:
2007
DOI:
10.1002/9781118673348.ch9
File:
PDF, 225 KB
2007
Conversion to is in progress
Conversion to is failed