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The LIBOR Market Model in Practice by Dariusz Gatarek, Przemyslaw Bachert, Robert Maksymiuk (Hardcover, 2006)
Price:
£75.73
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30 days return. Buyer pays for return postage.
Condition:
This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants.