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March 02, 2005
Interest rate modelling, Brigo, Mercurio, Pelsser.
| Interest rate modelling for practical implication: Interest Rate Models by Damiano Brigo and Fabio Mercurio. |
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For a clear and conicse treatment we also suggest you Antoon Pelsser's Efficient Methods for Valuing Interest Rate Derivatives which is extremely interesting. |  |
Posted by omor at March 2, 2005 09:07 PM