An Accompaniment to a Course on Interest Rate Modeling: With Discussion of Black-76, Vasicek and HJM Models and a Gentle Introduction to the Multivariate LIBOR Market Model
- 期刊名称SSRN Electronic Journal
- 作者Nekrasov, Vasily
- 电子ISSN1556-5068
- 文件大小302.09KB
- 发表时间2012
- DOI10.2139/ssrn.2001007
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