Showing posts with label Modern Pricing of Interest-Rate Derivatives The LIBOR Market Model and Beyond. Show all posts
Showing posts with label Modern Pricing of Interest-Rate Derivatives The LIBOR Market Model and Beyond. Show all posts
10/16/2009

Review of Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (Hardcover)

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I bought this book two years ago and couldn't follow it. After reading other books I found in surprise that I understand what he is talk...