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Interest Rate Derivatives Explained: Volume 2

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Attention for Chapter 8: Term Structure Models
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Chapter title
Term Structure Models
Chapter number 8
Book title
Interest Rate Derivatives Explained: Volume 2
Published by
Palgrave Macmillan, London, January 2017
DOI 10.1057/978-1-137-36019-9_8
Book ISBNs
978-1-137-36018-2, 978-1-137-36019-9
Authors

Jörg Kienitz, Peter Caspers