Directory of Open Source for Quantitative Finance and Trading
Username: Password: Not registered?
Job Seekers
    View Jobs    
 My Resumes 
Jobs By Location
New York
Chicago
London
Tokyo
Singapore
Canada
Australia
India
Jobs by Programming
Java
C# .NET
Matlab
C++
Database
Excel
Jobs by Role
Analyst
Developer
Structurer
Junior Quant
Senior Quant
Strategist
Rich Quant
Jobs by Sector
Hedge Fund
Credit Derivatives
Mortgage
Trading
Equity Derivates
Front Office
Fixed Income
Subscribe to RSS Feeds
Latest Jobs
Latest Code
Latest Papers
 
Quick Search:    (AJAX based: No need to press button)
   Post Job   

Implementations of the LIBOR Market Model

Rate it... Rating Saved!
Description:
Presentation by Mark Joshi,Alan Stacey

Outline


Discuss this paper
Submitter: vanna
Publisher: Not Specified
Published: Sun, 27-Jan-2008
ICRA: EC - Early Childhood
linked: 1361 times

Rating:    (1 Vote)
 
Rate Resource | Report Broken | Recommend | Comments (0)
Similar Links:
THE IMPLEMENTATION OF THE LIBOR MARKET MODEL (Link)
Implementing Libor Market Model - Mark Joshi (Forum)
The LIBOR market model (Paper)
Implementation of the Black, Derman and Toy Model (Paper)
Libor Market Model Calibration & Risk-Management (Paper)
Subscribe to RSS or daily email updates of latest quantitative finance Papers listings
Email address :
Copyright © 2011 QuantCode Inc. All rights reserved.