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Download E-books Efficient Methods for Valuing Interest Rate Derivatives PDF

By Antoon Pelsser

This ebook presents an summary of the versions that may be used for valuing and handling rate of interest derivatives. cut up into elements, the 1st discusses and compares the normal types, reminiscent of spot- and forward-rate versions, whereas the second one concentrates at the extra lately constructed industry types. in contrast to so much of his rivals, the author's concentration is not just at the arithmetic: Antoon Pelsser attracts on his adventure in to discover a number of useful issues.

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