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Preface
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3 - Short-rate models
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Frontmatter
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8 - Volatility smile
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Index
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Contents
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7 - Valuing interest rate derivatives
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4 - Models of the forward rate
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6 - Implementation and calibration of the LMM
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1 - Fixed-income instruments
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5 - LIBOR and swap market models
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2 - Vanilla interest rate options and forward measure
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Dedication
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Stochastic Interest Rates
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