Cross-Currency LIBOR Market Models.
| Year of publication: |
2001-05-21
|
|---|---|
| Authors: | Mikkelsen, Peter |
| Institutions: | Ehrvervøkonomisk Institut, Institut for Økonomi |
| Subject: | LIBOR market model | Cross-currency derivatives | Simulation based pricing |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Working Papers Number 01-6 28 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005802124