Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis (Q4530195)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis |
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
