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Interest rate models- theory and practice: with smile, inflation and credit

Brigo, Damiano

Interest rate models- theory and practice: with smile, inflation and credit - 2nd ed - Berlin Springer 2006 - liv, 981p.

ISBN: 9783540221494

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Subjects--Index Terms: Interest rates- mathematical models Derivative securities- Prices- Mathematical models

Dewey Class. No.: 336.781.5

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