The LIBOR Market Model in Practice (The Wiley Finance Series)

by Dariusz Gatarek (Author), PrzemyslawBachert (Author), RobertMaksymiuk (Author)

• New

  Hardcover
  2006

  $103.49

  The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model.