Interest Rate Models & Yield Curve Engineering: Term Structure Models, Numerical Pricing, and Hedging Strategies

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Interest Rate Models & Yield Curve Engineering: Term Structure Models, Numerical Pricing, and Hedging Strategies

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Interest Rate Models & Yield Curve Engineering: Term Structure Models, Numerical Pricing, and Hedging Strategies

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  • 9798245413655

Atlantic Financial Press

Interest Rate Modeling. Volume 2: Term Structure Models

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Yield Curve Essentials: Analyzing Term Structure Models, Construction, and Economic Signals

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Binomial Interest Rate Trees: Pricing Bonds and Options Through Lattice Models

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