Smile-consistent libor market models : theory, approximations and properties

Bibliographic Details
Main Author:	Kassberger, Stefan Markus
Published:	London School of Economics and Political Science (University of London) 2005
Subjects:	332.632015118
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.429355

id	ndltd-bl.uk-oai-ethos.bl.uk-429355
record_format	oai_dc
spelling	ndltd-bl.uk-oai-ethos.bl.uk-4293552015-06-03T03:22:50ZSmile-consistent libor market models : theory, approximations and propertiesKassberger, Stefan Markus2005332.632015118London School of Economics and Political Science (University of London)http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.429355http://etheses.lse.ac.uk/1910/Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	332.632015118
spellingShingle	332.632015118 Kassberger, Stefan Markus Smile-consistent libor market models : theory, approximations and properties
author	Kassberger, Stefan Markus
author_facet	Kassberger, Stefan Markus
author_sort	Kassberger, Stefan Markus
title	Smile-consistent libor market models : theory, approximations and properties
title_short	Smile-consistent libor market models : theory, approximations and properties
title_full	Smile-consistent libor market models : theory, approximations and properties
title_fullStr	Smile-consistent libor market models : theory, approximations and properties
title_full_unstemmed	Smile-consistent libor market models : theory, approximations and properties
title_sort	smile-consistent libor market models : theory, approximations and properties
publisher	London School of Economics and Political Science (University of London)
publishDate	2005
url	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.429355
work_keys_str_mv	AT kassbergerstefanmarkus smileconsistentlibormarketmodelstheoryapproximationsandproperties
_version_	1716804819846430720

Smile-consistent libor market models : theory, approximations and properties

Similar Items