Posted by **thingska** at March 31, 2015

English | Nov 24, 2002 | ISBN: 0691089736 | 488 Pages | PDF | 81 MB

Posted by **AlenMiler** at Oct. 12, 2014

Wiley; 1 edition | January 23, 2007 | English | ISBN: 0470014431 | 290 pages | PDF | 4 MB

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives.

Posted by **ChrisRedfield** at April 19, 2014

Published: 2014-01-31 | ISBN: 3658046872 | PDF | 74 pages | 3 MB

Posted by **arundhati** at Feb. 16, 2014

2014 | ISBN-10: 3658046872 | 74 pages | PDF | 3,4 MB

Posted by **AlenMiler** at Oct. 11, 2014

Chapman & Hall/CRC | March 29, 2005 | Enblish | ISBN: 0203499093 | 224 pages | CHM | 3 MB

One of Riskbook.com's Best of 2005 - Top Ten Finance Books The 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.

Posted by **karapuzik** at June 21, 2009

224 pages | CRC (Mar 2005) | 158488441X | PDF | 2.2 Mb

One of Riskbook.com’s Best of 2005 - Top Ten Finance Books The 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 as Bermudan callable structures is considered highly non-trivial. In recent studies, author John Schoenmakers and his colleagues developed a fast and robust implied method for calibrating the Libor model and a new generic procedure for the pricing of callable derivative instruments in this model. Within a compact, self-contained review of the requisite mathematical theory on interest rate modelling, Robust Libor Modelling and Pricing of Derivative Products introduces the author’s new approaches and their impact on Libor modelling and derivative pricing.

Posted by **ksveta6** at May 1, 2016

2015 | ISBN: 1137378638 | English | 216 pages | PDF | 2 MB

Posted by **interes** at Aug. 18, 2014

English | ISBN: 0817683879 | 2013 | 360 pages | PDF | 3,6 MB

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods.

Posted by **ChrisRedfield** at Nov. 22, 2013

Published: 2012-12-14 | ISBN: 0817683879 | PDF | 360 pages | 3 MB

Posted by **nebulae** at Oct. 8, 2013

English | ISBN: 0817683879 | 2013 | 360 pages | PDF | 3 MB