Morten Bjerregaard Pedersen

SimCorp - Financial Research Department

Oslo Plads 12

DK-2100 Copenhagen O

Denmark

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Bermudan Swaptions in the Libor Market Model

Number of pages: 33 Posted: 26 Jul 1999
Morten Bjerregaard Pedersen
SimCorp - Financial Research Department
Downloads 2,052 (6,723)

Abstract:

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2.

Calibrating Libor Market Models

Number of pages: 26 Posted: 07 Sep 1998
Morten Bjerregaard Pedersen
SimCorp - Financial Research Department
Downloads 1,807 (8,387)

Abstract:

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