LMM Pricing

Applies a LIBOR market model to price some basic interest rate derivatives
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LMM Pricing Ranking & Summary

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  • Rating:
  • License:
  • Freeware
  • Publisher Name:
  • Christian Fries
  • Operating Systems:
  • Windows All
  • File Size:
  • 1 KB

LMM Pricing Tags


LMM Pricing Description

LMM Pricing is a lightweight and easy to use application designed to provide you with a simple LIBOR market model simulator. With LMM Pricing, you can price some basic interest rate derivatives and apply the Monte Carlo model. It comes in handy for both finance students and professional investors.


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