Work detail

Pricing of Interest Rate Derivatives and Calibration Issues in a Multi-Factor LIBOR Market Model Framework

Author: PhDr. Doubrava Jan
Year: 2007 - winter
Leaders: prof. Ing. Oldřich Dědek CSc.
Consultants:
Work type: Doctoral
Language: Czech
Pages: 68
Awards and prizes:
Link:
Abstract: under construction

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