Illustrates an example of LIBOR Market Model
Illustrates an example of LIBOR Market Model?
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In the LMM the variables are a set of forward rates for traded, simple fixed-income instruments. The parameters are volatilities of these and correlations among them. From no arbitrage we can find out the risk-neutral drift rates for these variables. The model is after it used to price another instrument.
What are Finite-difference methods?
hi the link is https://myelearning.cavehill.uwi.edu/login/index.php login: 411002468 pass- ls@2014 go into financial management 2 course, the quiz will be from week 1-5 lecture
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