The LIBOR Market Model in Practice (The Wiley Finance Series)
by Dariusz Gatarek, Przemyslaw Bachert, Robert Maksymiuk
A practical guide to the LIBOR Market Model, covering its mathematical framework and applications in pricing and risk management of interest rate derivatives.
About This Book
The LIBOR Market Model in Practice provides a detailed examination of the LIBOR Market Model and its applications in financial markets.
Authored by Dariusz Gatarek, Przemyslaw Bachert, and Robert Maksymiuk, the book focuses on the practical implementation of the model.
It is part of The Wiley Finance Series and targets professionals working with interest rate derivatives.
The content emphasizes the mathematical framework and its use in pricing and risk management.
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