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  • ROBUST LIBOR MODELLING AND PRICING OF DERIVATIVE PRODUCTS
    ebook
    ROBUST LIBOR MODELLING AND PRICING OF DERIVATIVE PRODUCTS
    JOHN SCHOENMAKERS
    One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such ...

    $1,480.00

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