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person:"Hull, John"
~isPartOf:"Interest rate, term structure, and valuation modeling"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Swap"
~subject:"Yield curve"
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Using the lattice model to value forward start swaps and swaptions
Buetow, Gerald W.
;
Fabozzi, Frank J.
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 379-420)
.
2002
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