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Calibration and Parameterization Methods for the Libor Market Model Cover Image E-book E-book

Calibration and Parameterization Methods for the Libor Market Model [electronic resource] / by Christoph Hackl.

Record details

  • ISBN: 9783658046880
  • Physical Description: IX, 64 p. 27 illus. online resource.
  • Publisher: Wiesbaden : Springer Fachmedien Wiesbaden : 2014.
Subject: Economics.
Finance.
Economics/Management Science.
Economics/Management Science, general.
Financial Economics.

Electronic resources


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24510. ‡aCalibration and Parameterization Methods for the Libor Market Model ‡h[electronic resource] / ‡cby Christoph Hackl.
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