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Interest Rate Modeling. Volume 2
Term Structure Models
Av Leif B G Andersen, Vladimir V Piterbarg
Inbunden, 2010
1318 kr
Lägg i varukorg
The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, …