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Rating: 5.0/5 Stars
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Interest Rate Models: An Introduction
Andrew J. G. Cairns

Customer Review 1 - 1 of 1
1.An excellent book!!!
(Edinburgh, UK) March 29, 2004 - 5.0/5 stars
This book provides an excellent reference and point of view of old and new topics in the interest rate modelling field.From short rate models, HJM model, multifactor models, positive interest models and market models,... read full review

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