Multiple Curve Extensions of Libor Market Models (LMM)
In: Interest Rate Modeling: Post-Crisis Challenges and Approaches; (2015) S. 115-135
Online
E-Book
Zugriff:
Titel: |
Multiple Curve Extensions of Libor Market Models (LMM)
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Autor/in / Beteiligte Person: | Grbac, Zorana ; Runggaldier, Wolfgang J. ; Bank, Peter, Series editor ; Barrieu, Pauline, Series editor ; Bergomi, Lorenzo, Series editor ; Cont, Rama, Series editor ; Cvitanic, Jaksa, Series editor ; Grasselli, Matheus R, Series editor ; Kou, Steven, Series editor ; Ludkowski, Mike, Series editor ; Piterbarg, Vladimir, Series editor ; Touzi, Nizar, Series editor |
Quelle: | Interest Rate Modeling: Post-Crisis Challenges and Approaches; (2015) S. 115-135 |
Veröffentlichung: | 2015 |
Medientyp: | E-Book |
ISBN: | 978-3-319-25383-1 (print) ; 978-3-319-25385-5 (print) |
DOI: | 10.1007/978-3-319-25385-5_4 |
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