{"id":73,"date":"2018-03-22T22:44:37","date_gmt":"2018-03-22T22:44:37","guid":{"rendered":"http:\/\/knfo.mimuw.edu.pl\/?p=73"},"modified":"2018-10-20T18:04:51","modified_gmt":"2018-10-20T18:04:51","slug":"spotkanie-libor-market-model","status":"publish","type":"post","link":"https:\/\/knfo.mimuw.edu.pl\/index.php\/2018\/03\/22\/spotkanie-libor-market-model\/","title":{"rendered":"LIBOR market model"},"content":{"rendered":"<p>Dnia 22.03 odby\u0142o si\u0119 spotkanie, na kt\u00f3rym zosta\u0142 przedstawiony LIBOR market model &#8211; LMM, kt\u00f3ry jest wykorzstywany do wyceny instrument\u00f3w pochodnych stopy procentowej. W przeciwie\u0144stwie do short rate models lub HJM, w LMM modeluje si\u0119 zbi\u00f3r st\u00f3p forward.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Dnia 22.03 odby\u0142o si\u0119 spotkanie, na kt\u00f3rym zosta\u0142 przedstawiony LIBOR market model &#8211; LMM, kt\u00f3ry jest wykorzstywany do wyceny instrument\u00f3w pochodnych stopy procentowej. W przeciwie\u0144stwie do short rate models lub &#8230;<\/p>\n","protected":false},"author":1,"featured_media":1497,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[21],"tags":[],"class_list":["post-73","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-prelekcja"],"_links":{"self":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/73","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=73"}],"version-history":[{"count":2,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/73\/revisions"}],"predecessor-version":[{"id":1530,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/73\/revisions\/1530"}],"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=73"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/categories?post=73"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/tags?post=73"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}