The LIBOR market model in practice

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Bibliographic Information

Title
"The LIBOR market model in practice"
Statement of Responsibility
Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk
Publisher
  • John Wiley & Sons
Publication Year
  • c2006
Book size
26 cm
Series Name / No
  • : HB
Other Title
  • London Interbank Offer Rate market model in practice

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Notes

Includes bibliographical references (p. [259] -265) and index

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