INTEREST RATES: THE ESSENTIALS OF THE LMM - Developing an easy-to-implement version of the Libor market model using an innocuous approximation for forward rates.
Year of publication: |
2000
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Authors: | Hull, John ; White, Alan |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 13.2000, 12, p. 126-129
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Saved in:
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