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Libor Market Model
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Libor Market Model 3865507018 Book Cover

Libor Market Model

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Edition Description

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 the calibration because...

Edition Details
Format:Paperback
Language:English
ISBN:3865507018
Format: Paperback
Condition:
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50.56
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List Price: $52.92
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