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Efficient Methods for Valuing Interest Rate Derivatives|Antoon Pelsser

Efficient Methods for Valuing Interest Rate Derivatives

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Overview

An overview of the models that can be used for valuing and managing interest rate derivatives, this methodology is divided into two parts; the first discusses and compares traditional models while the second part concentrates on more recently developed Market models.

This item is Non-Returnable

Details

  • ISBN-13: 9781852333041
  • ISBN-10: 1852333049
  • Publisher: Springer
  • Publish Date: July 2000
  • Dimensions: 9.5 x 6.35 x 0.69 inches
  • Shipping Weight: 0.97 pounds
  • Page Count: 172

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