Calibration and Parameterization Methods for the Libor Market Model, by Christoph Hackl, (electronic resource)

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The instance Calibration and Parameterization Methods for the Libor Market Model, by Christoph Hackl, (electronic resource) represents a material embodiment of a distinct intellectual or artistic creation found in European University Institute. This resource is a combination of several types including: Instance, Electronic.

The Resource Calibration and Parameterization Methods for the Libor Market Model, by Christoph Hackl, (electronic resource)

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Label: Calibration and Parameterization Methods for the Libor Market Model, by Christoph Hackl, (electronic resource)

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Contents: Libor Market Model implementation framework -- Speed vs. correctness -- Application examples and possible extensions

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