Calibration and Parameterization Methods for the Libor Market Model (BestMasters)
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Calibration and Parameterization Methods for the Libor Market Model (BestMasters)

by Christoph Hackl

Finance quantitative analysis mathematical modeling
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Explores calibration and parameterization methods for the Libor Market Model, offering a focused resource for quantitative finance practitioners and researchers.

ISBN-13 9783658046873 ASIN 3658046872 Views 75 Publisher Springer Gabler Year 2014 Edition 2014 ed. Format Paperback Product Group Book Pages 73 Adult No Created April 05, 2026 Updated September 28, 2026
About This Book

This book examines calibration and parameterization methods for the Libor Market Model.

It provides an overview of techniques used in interest rate modeling.

The text is intended for readers with a background in quantitative finance.

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I will be using this book for: