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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Name: Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
Author: Damiano Brigo
ISBN: 9783540221494

by Damiano Brigo

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Language EN

ISBN: 9783540221494

Description

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation t...

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