LIBORマーケットモデル (Japanese Wikipedia)

Analysis of information sources in references of the Wikipedia article "LIBORマーケットモデル" in Japanese language version.

refsWebsite

Global rank Japanese rank

703^rd place

5,411^th place

1yetanotherquant.de

low place

low place

ssrn.com

papers.ssrn.com

D. Papaioannou (2011): "Applied Multidimensional Girsanov Theorem", SSRN

yetanotherquant.de

"An accompaniment to a course on interest rate modeling: with discussion of Black-76, Vasicek and HJM models and a gentle introduction to the multivariate LIBOR Market Model"