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Interest Rate Dynamics, Derivatives Pricing, and Risk Management

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Attention for Chapter 7: Managing Interest Rate Risk
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Chapter title
Managing Interest Rate Risk
Chapter number 7
Book title
Interest Rate Dynamics, Derivatives Pricing, and Risk Management
Published by
Springer, Berlin, Heidelberg, January 1996
DOI 10.1007/978-3-642-46825-4_7
Book ISBNs
978-3-54-060814-1, 978-3-64-246825-4
Authors

Lin Chen, Chen, Lin