A COMMON MARKET MEASURE FOR LIBOR AND PRICING CAPS, FLOORS AND SWAPS IN A FIELD THEORY OF FORWARD INTEREST RATES (Q5493848)
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scientific article; zbMATH DE number 5064491
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A COMMON MARKET MEASURE FOR LIBOR AND PRICING CAPS, FLOORS AND SWAPS IN A FIELD THEORY OF FORWARD INTEREST RATES |
scientific article; zbMATH DE number 5064491 |
Statements
A COMMON MARKET MEASURE FOR LIBOR AND PRICING CAPS, FLOORS AND SWAPS IN A FIELD THEORY OF FORWARD INTEREST RATES (English)
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16 October 2006
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numeraire
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caps
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0.8108680844306946
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0.8108680844306946
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0.7866642475128174
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0.7808898687362671
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0.7734786868095398
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