Calibration and parameterization methods for the Libor Market Model

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Bibliographic Information

Title
"Calibration and parameterization methods for the Libor Market Model"
Statement of Responsibility
Christoph Hackl
Publisher
  • Springer Gabler
Publication Year
  • c2014
Book size
21 cm

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Notes

Includes bibliographical references (p. 57-58)

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Details 詳細情報について

  • CRID
    1130282273313276032
  • NII Book ID
    BB18585197
  • ISBN
    9783658046873
  • Text Lang
    en
  • Country Code
    gw
  • Title Language Code
    en
  • Place of Publication
    • Wiesbaden
  • Classification
  • Subject
  • Data Source
    • CiNii Books
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