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person:"Hull, John"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Credit derivative"
~subject:"Evaluation"
~subject:"Swap"
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Hull, John
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Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
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