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Found materials: 1

Books: Interest-rate option models : understanding, analysing and using models for exotic interest-rate options
Rebonato R., 1998

Interest-rate option models : understanding, analysing and using models for exotic interest-rate options


The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuses t…


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