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Leif B. G. Andersen and Vladimir V. Piterbarg: Interest Rate Modeling

Atlantic Financial Press, approx. 298 USD, 3 volumes: • Volume 1: Foundations and Vanilla Models, 492 pages • Volume 2: Term Structure Models, 376 pages • Volume 3: Products and Risk Management, 546 pages

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Correspondence to Rico von Wyss.

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von Wyss, R. Leif B. G. Andersen and Vladimir V. Piterbarg: Interest Rate Modeling. Financ Mark Portf Manag 25, 233–236 (2011). https://doi.org/10.1007/s11408-011-0157-y

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  • DOI: https://doi.org/10.1007/s11408-011-0157-y

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