Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis (Q4530195): Difference between revisions
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Latest revision as of 09:20, 30 July 2024
scientific article; zbMATH DE number 1747802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis |
scientific article; zbMATH DE number 1747802 |
Statements
Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis (English)
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30 May 2002
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term structure models
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interest rate derivatives
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lognormal pricing models
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Black formula
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