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Interest Rate Modelling
Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications.
ISBN:
9781403934703
GTIN:
9781403934703
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Author
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Svoboda, S. |
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Pub Date
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19/12/2003 |
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Binding
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Hardback |
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Pages
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275 |