Interest Rate Modelling

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 i...

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Bibliographic Details
Main Authors: James, Jessica 1968- (Author), Webber, Nick (Author)
Format: Book
Language:English
Published: Chichester, West Sussex, England John Wiley & Sons 2000
Series:Wiley series in financial engineering
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