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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, e-bok

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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

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

Författare
Utgivare
Springer
Utgivningsår
2014
Språk
en
Utgåva
2014
Serie
BestMasters
Sidantal
9 sidor
Kategori
Ekonomisk
Format
E-bok
eISBN (PDF)
9783658046880

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