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Books
The Libor Market Model In Practice
Focuses on two modern models: Heath-Jarrow-Morton and Brace-Gatarek-Musiela. This work addresses practical issues: calibration, relations between HJM and BGM... »
Focuses on two modern models: Heath-Jarrow-Morton and Brace-Gatarek-Musiela. This work addresses practical issues: calibration, relations between HJM and BGM... »
