Calibration and parameterization methods for the Libor Market Model

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Key facts

  • Author: Christoph Hackl
  • Isbn: 3658046873
  • Bnb id: GBB418223
  • Language: eng
  • Publication date: 2014
  • book publisher: SpringerGabler
  • Book subject: LIBOR market model

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The British Library

Updated: 57 days ago