The LIBOR Market Model in Practice
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Published By John Wiley & Sons Ltd

9781118673348, 9780470014431

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Non-Parametric Calibration Algorithms to Caps and Swaptions

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.ch8 ◽

2013 ◽

pp. 89-130

Keyword(s):

Non Parametric

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Approximations of the BGM Model

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.ch10 ◽

2013 ◽

pp. 167-203

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The One Factor LIBOR Markov Functional Model

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.ch11 ◽

2013 ◽

pp. 205-217 ◽

Cited By ~ 1

Keyword(s):

Functional Model ◽

The One

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Front Matter

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.fmatter ◽

2013 ◽

pp. i-xx

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Calibration Algorithms to Caps and Floors

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.ch7 ◽

2013 ◽

pp. 63-87

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References

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.refs ◽

2013 ◽

pp. 259-265

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Mathematics in a Pill

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.ch1 ◽

2013 ◽

pp. 1-12

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Using the LSM Approach for Derivatives Valuation

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.ch13 ◽

2013 ◽

pp. 229-257

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Simplified BGM and HJM Models

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.ch6 ◽

2013 ◽

pp. 55-62

Keyword(s):

Hjm Models

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Optimal Stopping and Pricing of Bermudan Options

The LIBOR Market Model in Practice ◽

10.1002/9781118673348.ch12 ◽

2013 ◽

pp. 219-228

Keyword(s):

Optimal Stopping ◽

Bermudan Options

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