Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis: 666 (Lecture Notes in Economics and Mathematical Systems, 666)
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Interest Rate Swaps and Their Derivatives: A Practitioner's Guide: 510 (Wiley Finance)
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Advanced Quantitative Finance with Modern C++: Interest Rate Modeling and Advanced Derivatives
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Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
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Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained)
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Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
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Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained)
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Interest Rate Models: an Infinite Dimensional Stochasti - HardBack NEW Ren A.
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Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained)
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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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Interest Rate Modelling
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The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives
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