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Baruch Lev
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Routledge · 1996
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The Valuation of Interest Rate Derivative Securities is written by Jeroen F. J. De Munnik. This edition is published by Routledge (1996). It first appeared in 1992. The book is part of the Routledge new advances in economics series.
Topics covered include Mathematical models, Valuation, Securities and Derivative securities.
About the author: J. F. J. de Munnik (born 1966).