Dynamic Term Structure Modeling, the second book in the trilogy of the Fixed Income Valuation Course, shows you how to value interest rate derivatives and credit derivatives using a variety of affine, quadratic, HJM, and LIBOR market models ...
Title | : | Dynamic Term Structure Modeling |
Author | : | Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva |
Publisher | : | John Wiley & Sons - 2007-05-23 |
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