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Hackl, Christoph

Calibration and Parameterization Methods for the Libor Market Model

Hackl, Christoph - Calibration and Parameterization Methods for the Libor Market Model, ebook

80,80€

Ebook, PDF with Adobe DRM
ISBN: 9783658046880
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Table of contents

1. Introduction
Christoph Hackl

2. Foundations of Mathematical Finance and Stochastic Calculus
Christoph Hackl

3. The Libor Market Model
Christoph Hackl

4. Volatility and Correlation in the Libor Market Model
Christoph Hackl

5. Applications and Results
Christoph Hackl

6. Conclusion
Christoph Hackl

Keywords: Economics/Management Science, Economics/Management Science, general, Financial Economics

Author(s)
Publisher
Springer
Publication year
2014
Language
en
Edition
2014
Series
BestMasters
Category
Economy
Format
Ebook
eISBN (PDF)
9783658046880

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