Models of forward Libor and swap rates (Q4541568)
From MaRDI portal
scientific article; zbMATH DE number 1771964
Language | Label | Description | Also known as |
---|---|---|---|
English | Models of forward Libor and swap rates |
scientific article; zbMATH DE number 1771964 |
Statements
Models of forward Libor and swap rates (English)
0 references
4 September 2002
0 references
Libor rates
0 references
lognormal model
0 references
European caps
0 references
Eurodollar
0 references
0 references