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Titlebook: Calibration and Parameterization Methods for the Libor Market Model; Christoph Hackl Book 2014 Springer Fachmedien Wiesbaden 2014 Forward

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發(fā)表于 2025-3-21 17:43:44 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Calibration and Parameterization Methods for the Libor Market Model
編輯Christoph Hackl
視頻videohttp://file.papertrans.cn/221/220902/220902.mp4
概述Study in the field of economic science.Includes supplementary material:
叢書名稱BestMasters
圖書封面Titlebook: Calibration and Parameterization Methods for the Libor Market Model;  Christoph Hackl Book 2014 Springer Fachmedien Wiesbaden 2014 Forward
描述The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong background in the fields of mathematics, statistics, finance and especially for implementation, computer science is necessary. The book provides the ne cessary groundwork to understand the LMM and delivers a framework to implement a working model where possible calibration and parameterization methods for volatility and correlation are explained. Special emphasis lies also on the trade off of speed and correctness where differences in choosing random number generators and the advantages of factor reduction are shown.
出版日期Book 2014
關鍵詞Forward Rate Model; Interest rate derivatives pricing; Libor Market Model; Quasi and pseudo random numb
版次1
doihttps://doi.org/10.1007/978-3-658-04688-0
isbn_softcover978-3-658-04687-3
isbn_ebook978-3-658-04688-0Series ISSN 2625-3577 Series E-ISSN 2625-3615
issn_series 2625-3577
copyrightSpringer Fachmedien Wiesbaden 2014
The information of publication is updating

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沙發(fā)
發(fā)表于 2025-3-21 20:29:47 | 只看該作者
BestMastershttp://image.papertrans.cn/c/image/220902.jpg
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978-3-658-04687-3Springer Fachmedien Wiesbaden 2014
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發(fā)表于 2025-3-22 14:02:59 | 只看該作者
https://doi.org/10.1007/978-3-662-08941-5nance, statistics and computer science. Risk Management and its quantitative applications in financial institutions has become a very important topic which is enforced through regulatory topics especially Basel III for the banking industry and Solvency II for the insurance industry.
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發(fā)表于 2025-3-22 19:22:02 | 只看該作者
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發(fā)表于 2025-3-22 23:30:06 | 只看該作者
Introduction,nance, statistics and computer science. Risk Management and its quantitative applications in financial institutions has become a very important topic which is enforced through regulatory topics especially Basel III for the banking industry and Solvency II for the insurance industry.
9#
發(fā)表于 2025-3-23 03:41:18 | 只看該作者
10#
發(fā)表于 2025-3-23 05:43:08 | 只看該作者
https://doi.org/10.1007/978-3-662-08941-5nance, statistics and computer science. Risk Management and its quantitative applications in financial institutions has become a very important topic which is enforced through regulatory topics especially Basel III for the banking industry and Solvency II for the insurance industry.
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