The LIBOR Market Model and its Application in the SAFEX-JIBAR Market: We construct and implement LIBOR and Swaptions market models for the South African market

von Victor Gumbo Taschenbuch Details (Deutschland) EAN=ISBN-13: 978-3-8383-5372-2 ISBN-10: 3-8383-5372-2 LAP LAMBERT Academic Publishing · 2011