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Calibration and parameterization met...
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Hackl, Christoph.
Calibration and parameterization methods for the Libor market model
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Calibration and parameterization methods for the Libor market model/ by Christoph Hackl.
Author:
Hackl, Christoph.
Published:
Wiesbaden :Springer Fachmedien Wiesbaden : : 2014.,
Description:
ix, 64 p. :ill., digital ; : 24 cm.;
Contained By:
Springer eBooks
Subject:
LIBOR market model. -
Online resource:
http://dx.doi.org/10.1007/978-3-658-04688-0
ISBN:
9783658046880 (electronic bk.)
Calibration and parameterization methods for the Libor market model
Hackl, Christoph.
Calibration and parameterization methods for the Libor market model
[electronic resource] /by Christoph Hackl. - Wiesbaden :Springer Fachmedien Wiesbaden :2014. - ix, 64 p. :ill., digital ;24 cm. - BestMasters. - BestMasters..
ISBN: 9783658046880 (electronic bk.)Subjects--Topical Terms:
1022858
LIBOR market model.
Dewey Class. No.: 332.8
Calibration and parameterization methods for the Libor market model
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2014.
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24 cm.
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Behavioral Science (Springer-11640)
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