Morten Bjerregaard Pedersen

SimCorp - Financial Research Department

Oslo Plads 12

DK-2100 Copenhagen O

Denmark

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1.

Bermudan Swaptions in the Libor Market Model

Number of pages: 33 Posted: 26 Jul 1999
Morten Bjerregaard Pedersen
SimCorp - Financial Research Department
Downloads 2,149 (12,097)
Citation 10

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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 1,883 (14,942)
Citation 9

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