Interest Rate Models - Theory and Practice
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The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the... This description may be from another edition of this product.
Format:Hardcover
Language:English
ISBN:3540417729
ISBN13:9783540417729
Release Date:January 2001
Publisher:Springer
Length:518 Pages
Weight:2.00 lbs.
Dimensions:1.3" x 6.1" x 9.2"
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