The Libor market model
Seminário do GFM
CIUL, B1-01
2007-05-24 14:30
2007-05-24 15:30
2007-05-24
14:30
..
15:30
by Nicolas Privault (Université de Poitiers, France)
This talk will be an introduction to the pricing of interest rate derivatives in the Libor market model, and to related calibration issues.