English
Deutsch
Français
简体中文
繁體中文
Categories
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Newest
Methods for Finding Zeros in Polynomials
Lectures on Stochastic Flows and Applications
Educational Psychology by Edward L. Thorndike
The Last Days of Tolstoy by V. G. Chertkov
Globalization and Responsibility
Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
Occupiers of Wall Street: Losers or Game Changers
The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
Useful Links
The LIBOR Market Model in Practice (The Wiley Finance Series)
Posted on 2010-04-13
|  |
Author: Robert Maksymiuk, Przemyslaw Bachert, Dariusz Gatarek
Publisher: Wiley (2007) Binding: Hardcover, 290 pages pricer: $120.00 ISBN-10: 0470014431 editorialreviews 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. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, such as various drift approximations, various parametric and nonparametric calibrations, and the uncertain volatility approach to smile modelling; a version of the HJM model based on market observables and the duality between BGM and HJM models. Co-authored by Dariusz Gatarek, the 'G' in the BGM model who is internationally known for his work on LIBOR market models, this book offers an essential perspective on the global benchmark for short-term interest rates. checked failed
Rating:
2.5 out of 5 by Book123 |
| Download Links | |
| Server | Status |
|---|---|
| Direct Download Link 1 | Alive |
| Direct Download Link 2 | Alive |
| Download Link (Download Link 1) | Alive |
| Download Link (Download Link 1) | Alive |
|
Buy This Book at Best Price >> | |
Related Articles
 | Study The LIBOR Market Model in Practice The LIBOR Market Model in PracticePublisher:Wiley (2007-02-02) | ISBN-10: 0470014431 | PDF | 3.3 Mb | 290 pagesThe LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing intere ... |
 | Business/Investing Measuring Market Risk (Wiley Finance Series) { Repost } Measuring Market RiskJohn Wiley & Sons | 2002-10-15 | ISBN: 0471521744 | 392 pages | PDF | 1,5 MBFinancial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Ri ... |
 | Economics/Finances Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato, "Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond"Princeton University Press | 2002-11-04 | ISBN: 0691089736 | 480 pages | PDF | 78,2 MBIn recent years, interest-rate modeling has developed r ... |
| Economics/Finances The LIBOR Market Model in Practice (Repost) The LIBOR Market Model in PracticePublisher:Wiley | 2007-02-02 | ISBN-10: 0470014431 | PDF | 3.3 Mb | 290 pagesThe LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interes ... |
 | Technical The SABR/LIBOR Market Model This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) o ... |
 | Market Neutral Strategies (Wiley Finance Series) Author: Publisher: Wiley (2004)Binding: Hardcover, 284 pagespricer: $69.95ISBN-10: 0471268682editorialreviewsAn inside view of what makes market neutral strategies tick and how they can be implemented Market neutral strategies have gaine ... |
Comments (0)
