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The LIBOR Market Model in Practice Dariusz Gatarek

The LIBOR Market Model in Practice

Dariusz Gatarek

Published January 1st 2007
ISBN : 9780470014431
Hardcover
270 pages
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 About the Book 

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.