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Can I read Robust Libor Modelling and Pricing of Derivative Products on EtoBox?
Robust Libor Modelling and Pricing of Derivative Products by John Schoenmakers is a nonfiction available to read on EtoBox.
What is Robust Libor Modelling and Pricing of Derivative Products about?
<p>One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such<br></p>
Who reads Robust Libor Modelling and Pricing of Derivative Products?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- John Schoenmakers
- Publisher
- Chapman and Hall/CRC
- Published
- 2005
- Language
- EN
- ISBN
- 9780429210112
- Category
- nonfiction
- Subjects
- Mathematics, Finance, Economics
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