Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis (Q4530195): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:16, 5 March 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)
0 references
30 May 2002
0 references
term structure models
0 references
interest rate derivatives
0 references
lognormal pricing models
0 references
Black formula
0 references
