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LIBOR Market Model :: LMM :: a new approach
Descripción: libor market model, a new approach to the industry standard interest rate model. A two-factor model using recombining binomial tree, it builds a process for LIBOR interest rates, assuming a conditional lognormal process for ...
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idioma: English
Temas de este sitio: math
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Working paper by Philip H. Dybvig and William J. Marshall.
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Specific conference information, conference calendar, dates-at-a-glance, meeting guidelines, and archives.
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Details of the annual week-long meetings in which mathematicians collaborate on medical problems. Reports from previous years, and information about the next ...
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