The LIBOR Market Model and its Application in the SAFEX-JIBAR Market

By Victor Gumbo

The main objective of this work is to construct and implement a LIBOR market model and a Swaptions market model for the South African market.In his Thesis, Victor Gumbo starts by recapitulating the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838353722
• ISBN13: 9783838353722
• Release Date: May 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 100 Pages
• Weight: 0.35 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"