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New book - The LIBOR Market Model in Practice by Gatarek, Bachert, Maksymiuk
Posted: June 19th, 2006, 10:27 pm
by Chukchi
The LIBOR Market Model in Practiceby Dariusz Gatarek, Przemyslaw Bachert, Robert MaksymiukHardcover: 288 pages Publisher: John Wiley & Sons (August 18, 2006) ISBN: 0470014431 FinMath.com
New book - The LIBOR Market Model in Practice by Gatarek, Bachert, Maksymiuk
Posted: June 20th, 2006, 7:07 am
by WilmottBookshop
You can also purchase this title from the Wilmott bookshop at a competitive priceThe LIBOR Market Model in Practice
New book - The LIBOR Market Model in Practice by Gatarek, Bachert, Maksymiuk
Posted: June 20th, 2006, 10:27 am
by untwigged
Anyone had a look at it yet?
New book - The LIBOR Market Model in Practice by Gatarek, Bachert, Maksymiuk
Posted: January 5th, 2007, 7:31 pm
by germoz
any comment on the book??
New book - The LIBOR Market Model in Practice by Gatarek, Bachert, Maksymiuk
Posted: October 28th, 2007, 10:10 pm
by Apprentice
Has anyone read it ?
New book - The LIBOR Market Model in Practice by Gatarek, Bachert, Maksymiuk
Posted: May 9th, 2008, 7:32 am
by EFG
Nice one... indeed very helpful on the calibration phase... lacks "practical" details on simulation phase for simple products. ie.after you priced a simple swaption/cap/rachet/whatever how do you reprice it tomorrow ? or even when do you use short step/ large step method/ it doesnt have MC implementation times...on the simulation part there is no practicality at all. calibration is very very comprehensive to read..pb
New book - The LIBOR Market Model in Practice by Gatarek, Bachert, Maksymiuk
Posted: May 10th, 2008, 5:49 pm
by Broardview
does this book offer implemetation algorithm?
New book - The LIBOR Market Model in Practice by Gatarek, Bachert, Maksymiuk
Posted: May 16th, 2008, 7:49 am
by EFG
It is not very expensive, it is worth reading it! i suggest you bought it!Panagiotis