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Link to the Homepage: Mathematical Finance
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Brigo, Damiano and Mercurio, Fabio Interest rate models - Theory and practice: With smile, inflation and credit Springer 2006 | |
Deutsch, Hans-Peter and Beinker, Mark Derivate und Interne Modelle Schäffer-Poeschel 2014 | |
Föllmer, Hans and Schied, Alexander Stochastic finance: An introduction in discrete time de Gruyter 2004 |