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resources
Here are some relevant and interesting links and resources
LMM
Download The Latest Papers
'The LIBOR Market Model: A Recombining Binomial Tree Methodology'
R.C. Stapleton and D.J. Stapleton (2003)
>> Click
Here (.pdf)
'A Multi-Factor Spot-Rate Model for the Pricing of Interest-rate
Derivatives'
R.C. Stapleton, S. Peterson and M.G. Subrahmanyam (2003)
>> Click
Here (.pdf)
JFQA, Journal of Financial and Quantitative Analysis
Vol. 38, No. 4, December 2003
Other links
www.rstapleton.com
Professor Stapleton's Homepage
www.danstapleton.com
Dan Stapleton's Homepage
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