Abstract
In the final chapter of this book I would like to discuss extensions of the models presented here. In this chapter I will express my personal opinion and experience on working with interest rate models and how to adapt and extend these models for various purposes. Note that this final chapter is written in the “I” form to emphasise the fact that I express my personal views here. I feel this is necessary, as the practical implementation of pricing models is as much an art as it is pure science.
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© 2000 Springer-Verlag London
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Pelsser, A. (2000). Extensions and Further Developments. In: Efficient Methods for Valuing Interest Rate Derivatives. Springer Finance. Springer, London. https://doi.org/10.1007/978-1-4471-3888-4_12
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DOI: https://doi.org/10.1007/978-1-4471-3888-4_12
Publisher Name: Springer, London
Print ISBN: 978-1-84996-861-4
Online ISBN: 978-1-4471-3888-4
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