2003•SSRN Electronic JournalOpen access
Constant Maturity Swaps, Forward Measure and Libor Market Model
Dariusz Gątarek
Open full text 4 citations
Abstract
This record does not include an abstract. Use the full-text link above if available.
Dariusz Gątarek
Abstract
An abstract is not available in the OpenAlex record for this paper.
OpenAlex reports 4 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Key concepts: LIBOR market model, Libor, Measure (data warehouse), Maturity (psychological), Econometrics, Forward rate, Constant (computer programming), Financial economics