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Calibration and Parameterization Methods for the Libor Market Model - BestMasters Christoph Hackl 2014 edition
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Calibration and Parameterization Methods for the Libor Market Model - BestMasters
Christoph Hackl
The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates.
73 pages, 27 black & white illustrations, 11 black & white tables, biography
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