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Books

The LIBOR Market Model in Practice

Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk

EN

Libor

Bill Robinson

EN

Research articles

Libor Manipulation?

Abrantes-Metz · Journal of Banking & Finance

The LIBOR Market Model in Practice (Gatarek/The LIBOR) ||

Gatarek

The LIBOR Market Model in Practice (Gatarek/The LIBOR)

Gatarek · 2013 apr 15

Market LIBOR Models

Musiela · Springer Berlin Heidelberg

Life after LIBOR

Klingler · Journal of Financial Economics

The LIBOR Fix

Das · Wilmott

Alternatives to LIBOR

Tabb · Capital Markets Law Journal

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