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| Chapter title |
Spot and Forward Rate Models
|
|---|---|
| Chapter number | 3 |
| Book title |
Efficient Methods for Valuing Interest Rate Derivatives
|
| Published by |
Springer, London, January 2000
|
| DOI | 10.1007/978-1-4471-3888-4_3 |
| Book ISBNs |
978-1-84996-861-4, 978-1-4471-3888-4
|
| Authors |
Antoon Pelsser |