Modern Pricing of InterestRate Derivatives The LIBOR Market Model and Beyond

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Modern Pricing of InterestRate Derivatives The LIBOR Market Model and Beyond

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Modern Pricing of InterestRate Derivatives The LIBOR Market Model and Beyond

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Brand Princeton University Press
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  • 9780691089737

Princeton University Press

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

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Wiley

The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives

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Wiley

The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

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NobleTrex Press

SOFR Derivatives Strategy: Trading and Hedging in the Post-LIBOR Rate Market

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