ScholarLens Back to search
2013•SSRN Electronic JournalOpen access

Pricing Interest Rate Derivatives and Computing Pathwise Greeks in the Extended LIBOR Market Model

Timothy Jeonglyeol Lee

Open full text 0 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: LIBOR market model, Greeks, Libor, Interest rate derivative, Interest rate, Economics, Financial economics, Forward rate

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Pricing Interest Rate Derivatives and Computing Pathwise Greeks in the Extended LIBOR Market Model — Research Paper | ScholarLens