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Modern pricing of interest-rate derivativesModern pricing of interest-rate derivatives

Modern pricing of interest-rate derivatives2002

the LIBOR market model and beyond

Riccardo Rebonato

Details

First published
2002
OL Work ID
OL2736596W

Subjects

Interest rate futuresLIBOR market modelDerivative securitiesFinancial futures

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Book data from Open Library. Cover images courtesy of Open Library.