Calibration and Parameterization Methods for the Libor Market Model

Calibration and Parameterization Methods for the Libor Market Model

by: Hackl, Christoph

Publisher: Springer ( 2013-12-27 )

ISBN-13: 9783658046873

e-ISBN-13: 9783658046880

ISBN-10: 3658046872

Edition: 1

Language: English

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