The LIBOR Market Model in Practice

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The LIBOR Market Model in Practice

The LIBOR Market Model in Practice

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The LIBOR Market Model in Practice

SAR489.00

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SAR599.00
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Sold by:

SAR489.00

Save SAR110.00 (18%)

RRP

SAR599.00
In stock
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14-Day Returns Policy

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Description

The LIBOR Market Model in Practice

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioners approach to the LIBOR Market Model.
  • Brand: John Wiley & Sons Inc
  • Category: Business, Finance & Law
  • Format: Hardback
  • Language: English
  • Publication Date: 2023-06-13
  • Publisher / Label: John Wiley & Sons Inc
  • Author: Dariusz Gatarek (Glencore UK Ltd. London UK)
  • Number of Pages: 290
  • Fruugo ID: 346762813-758033367
  • ISBN: 9780470014431

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  • STANDARD: SAR104.49 - Delivery between Thu 12 February 2026–Wed 04 March 2026

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