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Interest Rate Models: An Introduction (книга)

Interest Rate Models: An Introduction
Автор: Andrew J. G. Cairns
Оригинал издан: 2004

«Interest Rate Models: An Introduction»книга 2004 года.

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«The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are…»

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