Dariusz Gatarek Przemyslaw Bachert Robert Maksymiuk
The LIBOR market model is an interest rate model that is used to price derivatives. Whilst the number of books on interest rate modeling is large, this is a reflection of the speed of development of the theory and market demand.
The LIBOR market model is an interest rate model that is used to price derivatives. Whilst the number of books on interest rate modeling is large, thi...