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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:	Electronic resources : Monograph/item
Title/Author:	Calibration and parameterization methods for the Libor market modelby 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:

677712
LIBOR market model.

Dewey Class. No.: 332.8

Calibration and parameterization methods for the Libor market model
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245 1 0 $a Calibration and parameterization methods for the Libor market model $h [electronic resource] / $c by Christoph Hackl.
260 $a Wiesbaden : $b Springer Fachmedien Wiesbaden : $b Imprint: Springer Gabler, $c 2014.
300 $a ix, 64 p. : $b ill., digital ; $c 24 cm.
490 1 $a BestMasters
650 0 $a LIBOR market model. $3 677712
650 1 4 $a Economics/Management Science. $3 273684
650 2 4 $a Economics/Management Science, general. $3 274359
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000000096387

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EB HG1621 H122 2014

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http://dx.doi.org/10.1007/978-3-658-04688-0

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