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Interest Rate Modelling - James, Jessica, and Webber, Nick, and James, Lloyd

As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of interest rate models-both those actively used in ... Read More

Interest Rate Modelling 2000, Wiley, Chichester, England

ISBN-13: 9780471975236