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The Valuation of Interest Rate Derivative Securities
, 1996J. F. D. Munnik
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Efficient Methods for Valuing Interest Rate Derivatives
2000"Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed market models ...
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A comparison of models for pricing interest rate derivative securities
, 1996C. Strickland
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Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks
, 1996semanticscholar +1 more source
Derivative activities and Asia-Pacific banks’ interest rate and exchange rate exposures
, 2009H. Yong, R. Faff, K. Chalmers
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Forward-Looking Estimates of Interest-Rate Distributions
, 2017Jonathan H. Wright
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