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isPartOf:"The journal of asset management"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Global business and finance review"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Interest rate derivative"
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Search: subject_exact:"Euro-Geldmarkt"
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Interest rate derivative
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The journal of asset management
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Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
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Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
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pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
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