{"id":1739,"date":"2020-03-07T17:59:58","date_gmt":"2020-03-07T17:59:58","guid":{"rendered":"http:\/\/knfo.mimuw.edu.pl\/?p=1739"},"modified":"2020-03-07T18:00:23","modified_gmt":"2020-03-07T18:00:23","slug":"libor-marker-model","status":"publish","type":"post","link":"https:\/\/knfo.mimuw.edu.pl\/index.php\/2020\/03\/07\/libor-marker-model\/","title":{"rendered":"LIBOR market model"},"content":{"rendered":"<p>On March 22, 2018, a meeting was held at which the LIBOR market model &#8211; LMM was presented. This model is used to value interest rate of derivatives. Unlike short rate models or HJM, a set of forward rates is modeled in LMM.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>On March 22, 2018, a meeting was held at which the LIBOR market model &#8211; LMM was presented. This model is used to value interest rate of derivatives. Unlike short &#8230;<\/p>\n","protected":false},"author":1,"featured_media":1497,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[34],"tags":[],"class_list":["post-1739","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-uncategorized-en"],"_links":{"self":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/1739","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/comments?post=1739"}],"version-history":[{"count":2,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/1739\/revisions"}],"predecessor-version":[{"id":1741,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/1739\/revisions\/1741"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/media\/1497"}],"wp:attachment":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/media?parent=1739"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/categories?post=1739"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/tags?post=1739"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}