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My tutorial on term structure modeling (from Black-76 to Multivariate LIBOR Model)

Hi guys!

Have a look at my tutorial:
http://www.yetanotherquant.de/libor/tutorial.pdf

It covers Black-76 and Vasicek models (both closely following original papers but with "modern style" explanations), change of numeraire with edifying examples and a readable(!) introduction to the Multivariate LIBOR Market Model, for which I derive the change between different T-Forward measures step by step.

It answers many questions which I had when I was a student and is expected to be particularly helpful if your lecturer follows Shreve's book.
 
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