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Robust Libor Modelling and Pricing of Derivative Products by John Schoenmakers instant download

  • SKU: EBN-237339400
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Instant download (eBook) Robust Libor Modelling and Pricing of Derivative Products after payment.
Authors:John Schoenmakers
Pages:updating ...
Year:2005
Publisher:Taylor & Francis Group
Language:english
File Size:1.43 MB
Format:epub
Categories: Ebooks

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Robust Libor Modelling and Pricing of Derivative Products by John Schoenmakers instant download

One of Riskbook.com‘s Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such
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