- Activity
- Tech Directory
- Analytics / Financial Libraries
- Asset Management Solutions
- ECNs/Exchanges/MTFs
- Hardware Vendors
- Infrastructure Solutions
- Insurance Systems
- Liquidity Management
- Market Data
- Middle / Back Office
- Payment Solutions
- Reference Data Solutions
- Retail Systems
- Risk Management Solutions
- Trading Systems
- Treasury Management
- Wholesale Banking Systems
- Fund Services
- Consulting
- Education
- Training
- Events
- Books
- Research
- Latest Research
- Research Library
- Behavioural Finance
- CDOs
- Collections and Resources
- Complexity Science
- Computational Finance
- Corporate Finance
- Decision Science
- Econometrics
- Economic / Financial Models
- Economic History
- Econophysics
- Education Issues
- Environmental Economics
- Ethics / Religion
- Evolutionary Economics
- Finance and Society
- Financial Bubbles
- Financial Crime
- Financial Crises
- Financial Instruments
- Financial Markets
- Financial Regulation
- Gambling and Finance
- Game Theory
- General Banking
- Hedge Funds
- High Frequency Trading
- Insurance
- Introductions and Fuindamentals
- Islamic Banking and Finance
- Liquidity
- Literature Reviews
- Macroeconomics
- Market Efficiency
- Market Microstructure
- Network Science
- Neuroeconomics
- Options Pricing and Valuation
- Philosophy of Finance
- Policy Issues
- Publishing Issues
- Quantitative Methods
- Research Issues
- Risk Management
- Shareholder Activism
- Structured Finance
- Volatility
- Link Library
- Issues in Research and Publishing
- Issues in Quantitative Finance
- Humour
- Fun and Games
- Econophysics
- Financial Crisis
- Neuroeconomics
- Financial Careers
- Banking Recruitment Sites
- Profiles and People
- Interviews
- Ratings and Agencies
- Popular Finance
- Podcasts
- Flash Crash
- The Future of Finance
- Historical Resources
- Open Courseware
- Forums and Discussion
- Directories and Portals
- Glossaries
- Social Networks
- Financial Calculators
- Financial Technology and Software
- Programming
- GPUs
- Parallel Processing
- Quant Programming
- C++
- dot Net
- Java
- Matlab
- Open Sources Essentials
- VBA / Excel
- R / S+
- Blogs
Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700
'libor market model' related content
Products matching 'libor market model':
open to followers / 1 followers
Financial Modelling: Theory, Implementation and Practice with MATLAB Source
open to followers / 3 followers
open to followers / 1 followers
Interest Rate Modeling. Volume 3: Products and Risk Management
open to followers / 1 followers
Editorial content matching 'libor market model'
Content with tags matching 'libor market model':
Event: Farshid Jamshidian: An Overview of Interest-Rate Derivatives Modeling - San Francisco
The presentation reviews interest-rate modeling since its advent in the mid 70s, with particular focus on fixed-income derivatives and their valuation. We highlight the crucial role played by practitioners in the evolution of modeling to the present day. As we argue, the major theoretical advances were incited by traders needs and insistence on model compatibility with liquid instruments. The Gaussian, BDT, HJM, and Libor Market Models are discussed in some detail and many other models remarked on. We conclude with some outstanding issues of great practical importance that still defy a satisfactory theoretical solution.
Event: Interest Rate Modelling and Applications in Practice
Scope and Purpose:
