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Interest rate modeling post-crisis challenges and approaches
Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist only research...
| Autores principales: | , |
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| Lenguaje: | eng |
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Springer
2015
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-25385-5 http://cds.cern.ch/record/2120270 |