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Volatility and Correlation in the pricing of equity, FX and interest-rate options.
Author:
ISBN: 0471899984 Year: 1999 Publisher: New York, Toronto, ... : John Wiley & sons, LTD,

Interest-rate option models. Understanding, analysing and using models for exotic interest-rate options.
Author:
ISBN: 0471979589 9780471979586 Year: 1996 Publisher: Chichester, ... : John Wiley & Sons,


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An elementary introduction to stochastic interest rate modeling.
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ISBN: 9812832734 9789812832733 Year: 2008 Volume: 12 Publisher: Singapore World scientific


Book
Interest rate modelling.
Authors: ---
ISBN: 9780984422104 0984422102 9780984422111 0984422110 9780984422128 0984422129 Year: 2010 Publisher: London Atlantic Financial Press

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Abstract

"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Students and academics interested in financial engineering and applied work will find the material particularly useful for its description of real-life model usage and for its expansive discussion of model calibration, approximation theory, and numerical methods."--Preface.

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