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TitleRobust Libor modelling and pricing of derivative products [electronic resource]
Author John Schoenmakers
Imprint Boca Raton, FL : Chapman & Hall/CRC, 2005
Connect tohttp://marc.crcnetbase.com/isbn/9780203499092
Descript xvi, 202 p. : ill

Interest rate futures -- Mathematical models Interest rates -- Mathematical models Derivative securities -- Prices -- Mathematical models Electronic books.



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