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Interest Rate Models Theory and Practice/

Brigo, Damiano

Interest Rate Models Theory and Practice/ with smile, inflation and credit. - New York: Springer, 2006. - LIV, 981p.

ISBN: 9783662517437

Subjects--Topical Terms:
Interest rates --mathematical models
Derivative securities --prices

LC Class. No.: HB 539 / .B75 2006 C.1

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