IMPLEMENTING THE LIBOR MARKET MODEL
Bachelor's
Saved in:
Main Author: | TAN HAN PANG, DALE |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203839 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
On the Calibration of the Libor Market Model
by: DEMELINDA, U Lagunzad
Published: (2007) -
Calibration to swaptions in the libor market model
by: PIERRE BERET
Published: (2011) -
Risk management with the LIBOR market model
by: SUN YANG
Published: (2010) -
PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL
by: YU XIAOPING
Published: (2021) -
HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE
by: CAO YANG
Published: (2015)