Calibration of LIBOR models to caps and swaptions: a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
WIAS
2002
|
| Schriftenreihe: | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
740 |
| Beschreibung: | 19 S. graph. Darst. : 30 cm |
Internformat
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| 245 | 1 | 0 | |a Calibration of LIBOR models to caps and swaptions |b a way around intrinsic instabilities via parsimonious structures and a collateral market criterion |c John Schoenmakers. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
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| 490 | 1 | |a Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |v 740 | |
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Datensatz im Suchindex
| _version_ | 1804129793869873152 |
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| any_adam_object | |
| author | Schoenmakers, John |
| author_facet | Schoenmakers, John |
| author_role | aut |
| author_sort | Schoenmakers, John |
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| building | Verbundindex |
| bvnumber | BV016463935 |
| classification_rvk | SI 304 |
| ctrlnum | (OCoLC)51698681 (DE-599)BVBBV016463935 |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV016463935 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:10:47Z |
| institution | BVB |
| language | English |
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| physical | 19 S. graph. Darst. : 30 cm |
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| series2 | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| spelling | Schoenmakers, John Verfasser aut Calibration of LIBOR models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion John Schoenmakers. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Berlin WIAS 2002 19 S. graph. Darst. : 30 cm txt rdacontent n rdamedia nc rdacarrier Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. 740 Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Preprint 740 (DE-604)BV009885922 740 |
| spellingShingle | Schoenmakers, John Calibration of LIBOR models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion |
| title | Calibration of LIBOR models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion |
| title_auth | Calibration of LIBOR models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion |
| title_exact_search | Calibration of LIBOR models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion |
| title_full | Calibration of LIBOR models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion John Schoenmakers. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_fullStr | Calibration of LIBOR models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion John Schoenmakers. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_full_unstemmed | Calibration of LIBOR models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion John Schoenmakers. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_short | Calibration of LIBOR models to caps and swaptions |
| title_sort | calibration of libor models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion |
| title_sub | a way around intrinsic instabilities via parsimonious structures and a collateral market criterion |
| volume_link | (DE-604)BV009885922 |
| work_keys_str_mv | AT schoenmakersjohn calibrationoflibormodelstocapsandswaptionsawayaroundintrinsicinstabilitiesviaparsimoniousstructuresandacollateralmarketcriterion |