Robust Libor modelling and pricing of derivative products

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Bibliographic Information

Title
"Robust Libor modelling and pricing of derivative products"
Statement of Responsibility
John Schoenmakers
Publisher
  • Chapman & Hall/CRC
Publication Year
  • 2005
Book size
25 cm
Series Name / No
  • : hardcover

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Notes

Includes bibliographical references (p. 193-198) and index

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