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Interest Rate Models - Theory and Practice

Damiano Brigo and Fabio Mercurio

The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit.

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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Kindle Edition

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Length: 982 pages

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