Interest Rate Models Theory And Practice
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The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, wit
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� Practical guide for asset-liability managers faced with the decision as to whether to build or buy a financial model � Topics include modeling cash flows,
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The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate marke
