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The LIBOR Market Model in Practice

Dariusz Gatarek, Przemyslaw Bachert, Robert Maksymiuk
ISBN: 978-0-470-01443-1
Hardcover
290 pages
January 2007
List Price: US $141.00
Government Price: US $90.24
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The LIBOR Market Model in Practice (0470014431) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

"The real contribution of the book to the existing literature is the hands-on description of the calibration algorithms." (Financial Markets Portfolio Management, 2007)

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