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Hi guys!
Have a look at my tutorial: http://www.yetanotherquant.de/libor/tutorial.pdf
It covers Black-76 and Vasicek models (both closely following original papers but with "modern style" explanations), change of numeraire with edifying examples and a readable(!) introduction to the Multivariate LIBOR Market Model, for which I derive the change between different T-Forward measures step by step.
It answers many questions which I had when I was a student and is expected to be particularly helpful if your lecturer follows Shreve's book.
Have a look at my tutorial: http://www.yetanotherquant.de/libor/tutorial.pdf
It covers Black-76 and Vasicek models (both closely following original papers but with "modern style" explanations), change of numeraire with edifying examples and a readable(!) introduction to the Multivariate LIBOR Market Model, for which I derive the change between different T-Forward measures step by step.
It answers many questions which I had when I was a student and is expected to be particularly helpful if your lecturer follows Shreve's book.