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searching for LIBOR market model 2 found (16 total)

alternate case: lIBOR market model

Constant maturity swap (305 words) [view diff] case mismatch in snippet view article find links to article

Verlag, 2nd ed. 2006. Constant Maturity Swaps, Forward Measure and LIBOR Market Model, Dariusz Gatarek. Interest Rate Exotics: The Gamma Trap Risk Magazine

ISBN 0-471-97958-9 Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond. 2002. Wiley. ISBN 0-691-08973-6 Volatility and Correlation: