The LIBOR Market Model in Practice:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken
John Wiley & Sons, Ltd.
2007
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 URL des Erstveröffentlichers |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (292 pages) |
| ISBN: | 9781118673348 1118673344 9780470060414 0470060417 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804175972840243200 |
|---|---|
| any_adam_object | |
| author | Gatarek, Dariusz |
| author_facet | Gatarek, Dariusz |
| author_role | aut |
| author_sort | Gatarek, Dariusz |
| author_variant | d g dg |
| building | Verbundindex |
| bvnumber | BV043394362 |
| collection | ZDB-35-WIC |
| ctrlnum | (ZDB-35-WIC)ocn781252393 (OCoLC)781252393 (DE-599)BVBBV043394362 |
| dewey-full | 332.64570151 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64570151 |
| dewey-search | 332.64570151 |
| dewey-sort | 3332.64570151 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043394362 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:47Z |
| institution | BVB |
| isbn | 9781118673348 1118673344 9780470060414 0470060417 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028812946 |
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| physical | 1 Online-Ressource (292 pages) |
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| publisher | John Wiley & Sons, Ltd. |
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| spelling | Gatarek, Dariusz Verfasser aut The LIBOR Market Model in Practice Hoboken John Wiley & Sons, Ltd. 2007 1 Online-Ressource (292 pages) txt rdacontent c rdamedia cr rdacarrier 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 Business fast Interest rates fast Wirtschaft Interest rates Business Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Zinstermingeschäft (DE-588)4124494-1 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Zinsstrukturtheorie (DE-588)4117720-4 gnd rswk-swf Zinsstrukturtheorie (DE-588)4117720-4 s Derivat Wertpapier (DE-588)4381572-8 s Zinstermingeschäft (DE-588)4124494-1 s Mathematisches Modell (DE-588)4114528-8 s Preisbildung (DE-588)4047103-2 s 1\p DE-604 Bachert, Przemyslaw Sonstige oth Maksymiuk, Robert Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673348 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Gatarek, Dariusz The LIBOR Market Model in Practice Business fast Interest rates fast Wirtschaft Interest rates Business Mathematisches Modell (DE-588)4114528-8 gnd Zinstermingeschäft (DE-588)4124494-1 gnd Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4124494-1 (DE-588)4047103-2 (DE-588)4381572-8 (DE-588)4117720-4 |
| title | The LIBOR Market Model in Practice |
| title_auth | The LIBOR Market Model in Practice |
| title_exact_search | The LIBOR Market Model in Practice |
| title_full | The LIBOR Market Model in Practice |
| title_fullStr | The LIBOR Market Model in Practice |
| title_full_unstemmed | The LIBOR Market Model in Practice |
| title_short | The LIBOR Market Model in Practice |
| title_sort | the libor market model in practice |
| topic | Business fast Interest rates fast Wirtschaft Interest rates Business Mathematisches Modell (DE-588)4114528-8 gnd Zinstermingeschäft (DE-588)4124494-1 gnd Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd |
| topic_facet | Business Interest rates Wirtschaft Mathematisches Modell Zinstermingeschäft Preisbildung Derivat Wertpapier Zinsstrukturtheorie |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673348 |
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