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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
from Springer
Price: $63.96
Customer Review:
This is the best book available on interest rate models. Very detailed. Much more focused and readable than Rebonato's book. More pragmatic and explicit than Musiela and Rutkowski. Not as theoretical as Hunt and Kennedy. James and Webber also looks very good, but I'm not that familiar with it. All... more info
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Customer Rating: 5.0 / 5.0

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