The LIBOR Market Model in Practice (The Wiley Finance Series) Book + PRICE WATCH * Amazon pricing is not included in price watch

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

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.Read More

from£60.00 | RRP: £67.50
* Excludes Voucher Code Discount Also available Used from £8.88
  • Blackwell

    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.

  • Pickabook

    Dariusz Gatarek, Przemyslaw Bachert, Robert Maksymiuk

As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.

Would you like your name to appear with the review?

We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.

All form fields are required.