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Term-structure models

Filipović, Damir, 1970-

Term-structure models : a graduate course / Damir Filipović - Berlin [etc.] : Springer-Verlag, 2009. - xii, 256 p. : ill. ; 25 cm. - Springer finance. .

ISBN: 9783540097266

Publisher. No.: Global Alliance Book Distrubutors A-312, Nanad Nikunj Meerut Road, Ghaziabad, U.P. - 201001

Index Terms--Genre/Form: --Finance.--, Mathematics.--, Interest rates--Mathematical models.--, Interest rate risk--, Options (Finance).--, Distribution (Probability theory).--, Filipović, Damir, 1970---, Springer finance.--, and Term-structure models : a graduate course.

Dewey Class. No.: 332.80151 FIL

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