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| Chapter title |
The Libor Market Model
|
|---|---|
| Chapter number | 12 |
| Book title |
Interest Rate Derivatives Explained: Volume 2
|
| Published by |
Palgrave Macmillan, London, January 2017
|
| DOI | 10.1057/978-1-137-36019-9_12 |
| Book ISBNs |
978-1-137-36018-2, 978-1-137-36019-9
|
| Authors |
Jörg Kienitz, Peter Caspers |