Abstract
In this chapter we consider one of the most popular and promising families of interest-rate models: The market models.
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© 2006 Springer-Verlag Berlin Heidelberg
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(2006). The LIBOR and Swap Market Models (LFM and LSM). In: Interest Rate Models — Theory and Practice. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-34604-3_6
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DOI: https://doi.org/10.1007/978-3-540-34604-3_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-22149-4
Online ISBN: 978-3-540-34604-3
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