Efficient pricing and Greeks in the cross-currency LIBOR market model
Chris J. Beveridge; Mark S. Joshi; Will M. Wright
| Year of publication: |
2012
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|---|---|
| Authors: | Beveridge, Chris J. ; Joshi, Mark S. ; Wright, Will M. |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 14.2011/12, 4, p. 65-113
|
| Subject: | Zinsstruktur | Yield curve | Wissenschaftliche Methode | Scientific method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009571595