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Pages: 488, Hardcover, Princeton University Press
Princeton University Press
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
Wiley
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Springer Gabler
Calibration and Parameterization Methods for the Libor Market Model (BestMasters)
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