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Description

Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.

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Product Details

  • Dec 16, 2010 Pub Date:
  • 9781601983725 ISBN-13:
  • 1601983727 ISBN-10:
  • 172.0 pages Paperback
  • English Language