Введение в финансовую математику. Георгий Димитриади

Чтение книги онлайн.

СКАЧАТЬ Offered Rate, LIBOR) – средневзвешенная процентная ставка по межбанковским кредитам, предоставляемым банками, выступающими на лондонском межбанковском рынке с предложением средств в разных валютах и на разные сроки – от одного дня до 12 месяцев. Ставка фиксируется Британской Банковской Ассоциацией, начиная с 1985 года ежедневно в 11:00 по западноевропейскому времени на основании данных, предоставляемых избранными банками.

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Примечания

1

Лондонская межбанковская ставка предложения (англ. London Interbank Offered Rate, СКАЧАТЬ