Modern pricing of interest-rate derivatives : the LIBOR market model and beyond Riccardo Rebonato

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Publication details: Princeton, NJ Princeton University Press 2002Description: xvii, 467 p. : ill. ; 23 cmISBN:

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Current library	Call number	Status	Date due	Barcode
Anna Centenary Library	332.6323 REB (Browse shelf(Opens below))	Available		167779

Includes bibliographical references (p. 445-452) and index

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