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Item Details
| Title:
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LIBOR MARKET MODELS AND SMILE
LATEST EXTENSIONS AND THEIR APPLICATIONS |
| By: |
Fabio Mercurio |
| Format: |
Hardback |
| List price:
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£70.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0470025883 |
| ISBN 13: |
9780470025888 |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
15 December, 2006 |
| Series: |
The Wiley Finance Series |
| Pages: |
416 |
| Description: |
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. |
| Returns: |
Returnable |
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