The LIBOR Market Model
Student Number : 0003819T - MSc dissertation - School of Computational and Applied Mathematics - Faculty of Science === The over-the-counter (OTC) interest rate derivative market is large and rapidly developing. In March 2005, the Bank for International Settlements published its “Triennial Centr...
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| Format: | Others |
| Language: | en |
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2006
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| Online Access: | http://hdl.handle.net/10539/1586 |
