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Interest Rate Derivatives Explained: Volume 2

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Cover of 'Interest Rate Derivatives Explained: Volume 2'

Table of Contents

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    Book Overview
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    Chapter 1 Vanilla Bonds and Asset Swaps
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    Chapter 2 Callability Features
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    Chapter 3 Structured Finance
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    Chapter 4 More Exotic Features and Basis Risk Hedging
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    Chapter 5 Exposures
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    Chapter 6 The Heston Model
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    Chapter 7 The SABR Model
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    Chapter 8 Term Structure Models
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    Chapter 9 Short Rate Models
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    Chapter 10 A Gaussian Rates-Credit Pricing Framework
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    Chapter 11 Instantaneous Forward Rate Models and the Heath–Jarrow–Morton Framework
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    Chapter 12 The Libor Market Model
Attention for Chapter 11: Instantaneous Forward Rate Models and the Heath–Jarrow–Morton Framework
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