Libor Market Model : A New Approach - A two-factor model using recombining binomial tree. Training, consultancy and resources.

		Saturday, 26 July, 2008
		Home \| Submit Science Site \| Add to Favorite \| Contact

for

Directories

Aeronautics and Aerospace

Agriculture

Anomalies and Alternative Science

Educational Resources

Instruments and Supplies

Math

Medical Science

Methods and Techniques

Category: Science » Math » Applications » Mathematical Economics and Financial Mathematics

UPDATE URL | REPORT BROKEN LINK

Libor Market Model : A New Approach

Popularity:

Hit: 256 | Visit: 11

Details

	A two-factor model using recombining binomial tree. Training, consultancy and resources. Sponsored Links:
URL:
Title:	LIBOR Market Model :: LMM :: a new approach
Description:	libor market model, a new approach to the industry standard interest rate model. A two-factor model using recombining binomial tree, it builds a process for LIBOR interest rates, assuming a conditiona
Category:	Market - Model - Rate - Price - Calibration - Tree - Derivatives - Methodology - Interest - Binomial - Volatility - Libor - Marketmodel.com - Libormarketmodel.com - Two-factor - Re-combining - Bermudan - Swaptions - Swaption - Recombining

Related sites

Stock Options - Animated Tutorial and Analytics (Popularity:

): An animated introduction to the Black--Scholes theorem. Includes graphs.
Balducci's Actuarial Home Page (Popularity:

): Mainly links.
Devlin's Angle: A Nobel Formula (Popularity:

): Article on the Black-Scholes theorem.
Derivatives Concepts A-Z (Popularity:

): A glossary of derivatives-related terminology.
Sidebar on Black-Scholes for Risk Management (Popularity:

): Working paper by Philip H. Dybvig and William J. Marshall.
Software for EMM (Efficient Method of Moments) (Popularity:

): Code and User's Guide for EMM are freely available. Posted versions contain worked examples for ...
Society for Nonlinear Dynamics and Econometrics (Popularity:

): The Society seeks to promote the use of nonlinear methods in economics and finance from ...
Journal of Finance: Other Finance Related Sites (Popularity:

): Web links for those interested in understanding and teaching financial ideas.
A Calculus of Risk (Popularity:

): Article by Gary Stix.
Risk Theory by Arcady Novosyolov (Popularity:

): Deals with decision making as it applies to the financial and actuarial fields, including risk ...

Home | Submit Science Site | Add to Favorite | Privacy | Contact