Libor Market Model

By Irina Götsch

Revision with unchanged content. 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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639393023
• ISBN13: 9783639393026
• Release Date: March 2012
• Publisher: AV Akademikerverlag
• Length: 124 Pages
• Weight: 0.42 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"