LIBOR Market Models and Smile: Latest Extensions and their Applications (The Wiley Finance)

by Fabio Mercurio

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  • ISBN10 0470025883
  • ISBN13 9780470025888
  • Publish Date 15 December 2006
  • Publish Status Active
  • Publish Country GB
  • Publisher John Wiley and Sons Ltd
  • Imprint John Wiley & Sons Ltd
  • Format Hardcover
  • Pages 416
  • Language English