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| Chapter title |
Heath–Jarrow–Morton (HJM) Methodology
|
|---|---|
| Chapter number | 6 |
| Book title |
Term-Structure Models
|
| Published by |
Springer, Berlin, Heidelberg, January 2009
|
| DOI | 10.1007/978-3-540-68015-4_6 |
| Book ISBNs |
978-3-54-009726-6, 978-3-54-068015-4
|
| Authors |
Damir Filipović |