关于介绍 LMM 的材料，希望对读者有所帮助。

目录如下：

I. Standard and skewed Libor market model dynamics 3
II. Derivation of the indirectly stochastic drift 16
III. Leaving the canon 22

IV. Futures convexity corrections in the Libor market model 27
V. Speed is everything — the predictor-corrector scheme 39
VI. Parametrisation of correlation and volatility backbone 44
VII. Factor reduction — pros and cons 49
Contents Peter Jäckel
The Practicalities of Libor Market Models 2
VIII. Speed is everything — the drift term 53
IX. Analytical calibration to coterminal swaptions 58
X. Non-parametric volatility specification 75
XI. Global calibration to the full swaption matrix 80
XII. Bermudan Monte Carlo 97
XIII. Cross-currency Libor market modelling 144
XIV. Calibration of FX volatilities in a cross-currency Libor market model 151