Modern Pricing of Interest-Rate Derivatives (The LIBOR...

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Modern Pricing of Interest-Rate Derivatives (The LIBOR Market Model and Beyond) || Part I. The Structure of the LIBOR Market Model

Rebonato, Riccardo
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Volume:
10.1515/97
Year:
2012
Language:
english
DOI:
10.1515/9781400829323.1
File:
PDF, 19.26 MB
english, 2012
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