In dictionaries:
euro libor
Interest rates for Euro interbank loans.
libor curve
Libor scandal
a series of fraudulent actions connected to the Libor (London Inter-bank Offered Rate) and also the resulting investigation and reaction.
LIBOR market model
The LIBOR market model, also known as the BGM Model (Brace Gatarek Musiela Model, in reference to the names of some of the inventors) is a financial model of interest rates.
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