Pricing and risk management of interest rate swaps (Q257234)

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scientific article; zbMATH DE number 6555677
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English
Pricing and risk management of interest rate swaps
scientific article; zbMATH DE number 6555677

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    Pricing and risk management of interest rate swaps (English)
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    15 March 2016
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    swaps
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    risk management
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    financial mathematics
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    numerical analysis
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    stochastic interest rates
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