Calibration and Parameterization Methods for the Libor Market Model (Record no. 93638)

000 -LEADER
fixed length control field 02810nam a22004455i 4500
001 - CONTROL NUMBER
control field 978-3-658-04688-0
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140220082524.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 131227s2014 gw | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783658046880
-- 978-3-658-04688-0
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-658-04688-0
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB71-74
072 #7 - SUBJECT CATEGORY CODE
Subject category code K
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS000000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Hackl, Christoph.
Relator term author.
245 10 - TITLE STATEMENT
Title Calibration and Parameterization Methods for the Libor Market Model
Medium [electronic resource] /
Statement of responsibility, etc by Christoph Hackl.
264 #1 -
-- Wiesbaden :
-- Springer Fachmedien Wiesbaden :
-- Imprint: Springer Gabler,
-- 2014.
300 ## - PHYSICAL DESCRIPTION
Extent IX, 64 p. 27 illus.
Other physical details online resource.
336 ## -
-- text
-- txt
-- rdacontent
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-- computer
-- c
-- rdamedia
338 ## -
-- online resource
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-- rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# - SERIES STATEMENT
Series statement BestMasters
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Libor Market Model implementation framework -- Speed vs. correctness -- Application examples and possible extensions.
520 ## - SUMMARY, ETC.
Summary, etc The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong background in the fields of mathematics, statistics, finance and, especially for implementation, computer science is necessary. The book provides the necessary groundwork to understand the LMM and delivers a framework to implement a working model where possible calibration and parameterization methods for volatility and correlation are explained. Special emphasis lies also on the tradeoff of speed and correctness where differences in choosing random number generators and the advantages of factor reduction are shown.   Contents   Libor Market Model implementation framework Speed vs. correctness Application examples and possible extensions     Target Groups Researchers and advanced master degree students in a quantitative field (Mathematics, Quant. Finance, Statistics, Physics) Practitioners in the quantitative area of the financial services industry   The Author Christoph Hackl, MA obtained his master’s degree at the UAS bfi Vienna in the programme „Quantitative Asset and Risk Management“.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics/Management Science.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics/Management Science, general.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial Economics.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783658046873
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title BestMasters
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-658-04688-0
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