The LIBOR Market Model in Practice - The Wiley Finance Series - Gatarek, Dariusz (Glencore UK Ltd., London, UK) - Books - John Wiley & Sons Inc - 9780470014431 - 2007
In case cover and title do not match, the title is correct

The LIBOR Market Model in Practice - The Wiley Finance Series

Price
$ 138.49
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping May 27 - Jun 8
Add to your iMusic wish list

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model.


290 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released 2007
Original release date 2006
ISBN13 9780470014431
Publishers John Wiley & Sons Inc
Pages 296
Dimensions 172 × 250 × 22 mm   ·   707 g
Language English  

Mere med samme udgiver