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person:"Rutkowski, Marek"
~person:"Schlögl, Erik"
~subject:"Euromarkets"
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Euromarkets
Interest rate derivative
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Applied mathematical finance
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International journal of theoretical and applied finance
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Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
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2
Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001251045
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