Fr. 115.00

Fabio Mercurio, Mercurio Fabio

Libor Market Models and Smile - Latest Extensions and Their Applications

English · Hardback

Shipping usually within 1 to 3 weeks (not available at short notice)

Description

LIBOR Market Models and Smile: Latest Extensions and their Applications describes the most popular extensions to the LIBOR market model and analyses their most practical behavior on market data. This allows readers to compare and understand the implications of their choice of model.

Product details

Authors	Fabio Mercurio, Mercurio Fabio
Publisher	Wiley, John and Sons Ltd

Languages	English
Product format	Hardback
Released	15.12.2006

EAN	9780470025888
ISBN	978-0-470-02588-8
No. of pages	416
Series	The Wiley Finance Series
Subjects	Business & Economics / Investments & Securities / General, Investment & securities, Investment and securities

Customer reviews

No reviews have been written for this item yet. Write the first review and be helpful to other users when they decide on a purchase.