搜索结果: 1-1 共查到“数学 LIBOR rates”相关记录1条 . 查询时间(0.099 秒)
This paper discusses the correlation structure between London Interbank Offered Rates (LIBOR) by using copula function. We start from one simplified model of Brace, Gatarek & Musiela (1997) and find o...