LIBOR Market Models and Smile
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About the Book
LIBOR Market Models and Smile LIBOR Market Models and Smile: Latest Extensions and their Applications describes the most popular extensions to the LIBOR market model and analyses their most practical behavior on market data. This allows readers to compare and understand the implications of their choice of model.
Book Details
ISBN-13: 9780470025888
EAN: 9780470025888
Binding: Hardback
Country Of Origin: United Kingdom
Height: 244 mm
Pagination: 416 pages
Series Title: The Wiley Finance Series
UK Availability: GXC
Year Of Publication: 2006
ISBN-10: 0470025883
Publisher: John Wiley and Sons Ltd
Bood Data Readership Text: Professional & Vocational
Gardner Classification Code: B02
No of Pages: 416
Returnable: Y
Star Rating: 0
Width: 168 mm
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