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Martingale methods in financial modelling

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Attention for Chapter 12: Market LIBOR Models
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Chapter title
Market LIBOR Models
Chapter number 12
Book title
Martingale Methods in Financial Modelling
Published by
Springer, Berlin, Heidelberg, January 2005
DOI 10.1007/3-540-26653-4_12
Book ISBNs
978-3-54-020966-9, 978-3-54-026653-2
Authors

Marek Musiela, Marek Rutkowski, Musiela, Marek, Rutkowski, Marek