Libor Market Model for pricing derivatives on two interest rate curves

  1. Fernández Pérez, José Luis
  2. Pou Bueno, Marta
  3. Rodríguez Nogueiras, María
  4. Vázquez, Carlos
Book:
Numerical simulation in Physics and Engineering: proceedings of the XIV Spanish-French Jacques-Louis Lions School : (A Coruña, Spain, September 6-10th, 2010)
  1. Arregui, Íñigo (dir. congr.)
  2. García Rodríguez, José Antonio (dir. congr.)
  3. Vázquez, Carlos (dir. congr.)

Publisher: Servizo de Publicacións ; Universidade da Coruña

ISBN: 978-84-9749-420-5

Year of publication: 2010

Pages: 315-316

Congress: Jacques-Louis Lions Spanish-French School on Numerical Simulation in Physics and Engineering (14. 2010. A Coruña)

Type: Conference paper

DIALNET GOOGLE SCHOLAR lock_openRUC editor
Data source: Dialnet