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The LIBOR Market Model in Practice - The Wiley Finance Series Gatarek, Dariusz (Glencore UK Ltd., London, UK)
The LIBOR Market Model in Practice - The Wiley Finance Series
Gatarek, Dariusz (Glencore UK Ltd., London, UK)
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 2007 |
| Fecha de lanzamiento original | 2006 |
| ISBN13 | 9780470014431 |
| Editores | John Wiley & Sons Inc |
| Páginas | 296 |
| Dimensiones | 172 × 250 × 22 mm · 707 g |
| Lengua | Inglés |