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Calibration and parameterization met...

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Hackl, Christoph.

Calibration and parameterization methods for the Libor market model

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Calibration and parameterization methods for the Libor market modelby Christoph Hackl.
作者:	Hackl, Christoph.
出版者:	Wiesbaden :Springer Fachmedien Wiesbaden :2014.
面頁冊數:	ix, 64 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
標題:	LIBOR market model.
電子資源:	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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http://dx.doi.org/10.1007/978-3-658-04688-0

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