Modern pricing of interest-rate derivatives : the LIBOR market model and beyond /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Princeton, N.J. : Woodstock :
Princeton University Press,
2002.
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| Subjects: |
| Physical Description: | xvii, 467 pages : illustrations ; 23 cm. |
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| Bibliography: | Includes bibliographical references (pages 445-452) and index. |
| ISBN: | 0691089736 |