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Interest rate modeling theory and practice

Wu, Lixin, 1961-

Interest rate modeling theory and practice [electronic resource] / Lixin Wu. - Boca Raton, Fla. : CRC Press, 2009. - xix, 333 p. : ill. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references and index.

9781420090574 (ebook : PDF)


Interest rates--Mathematical models.
Interest rate futures--Mathematical models.