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Modern Libor Market Models (2010) by Mercurio

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BerndSchmitz
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Posts: 41
Joined: August 16th, 2011, 9:48 am

Modern Libor Market Models (2010) by Mercurio

August 23rd, 2014, 1:38 pm

Can anybody provide me with the paper? Any draft version is fine :-)
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Jordy
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Joined: October 1st, 2010, 12:00 am

Modern Libor Market Models (2010) by Mercurio

August 26th, 2014, 12:21 pm

Have you seen this one?http://www.fabiomercurio.it/LMMpostcrun ... eers,Jordy
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BerndSchmitz
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Posts: 41
Joined: August 16th, 2011, 9:48 am

Modern Libor Market Models (2010) by Mercurio

August 27th, 2014, 6:28 am

Yeah I've seen this. Is the content the same as in "Modern Libor Market Models"?
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