Calibration to swaptions in the libor market model
Master's
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2011
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sg-nus-scholar.10635-230472017-10-21T08:53:01Z Calibration to swaptions in the libor market model PIERRE BERET MATHEMATICS CHEN XIU-FEN, OLIVER Interest Rates Derivatives, Libor Market Model, Calibration, Rank Reduction Methods, Swaption Approximations Master's MASTER OF SCIENCE 2011-06-10T18:00:55Z 2011-06-10T18:00:55Z 2007-03-13 Thesis PIERRE BERET (2007-03-13). Calibration to swaptions in the libor market model. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/23047 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
Interest Rates Derivatives, Libor Market Model, Calibration, Rank Reduction Methods, Swaption Approximations |
| spellingShingle |
Interest Rates Derivatives, Libor Market Model, Calibration, Rank Reduction Methods, Swaption Approximations PIERRE BERET Calibration to swaptions in the libor market model |
| description |
Master's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS PIERRE BERET |
| format |
Theses and Dissertations |
| author |
PIERRE BERET |
| author_sort |
PIERRE BERET |
| title |
Calibration to swaptions in the libor market model |
| title_short |
Calibration to swaptions in the libor market model |
| title_full |
Calibration to swaptions in the libor market model |
| title_fullStr |
Calibration to swaptions in the libor market model |
| title_full_unstemmed |
Calibration to swaptions in the libor market model |
| title_sort |
calibration to swaptions in the libor market model |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/23047 |
| _version_ |
1681080001448902656 |