Market consistency : model calibration in imperfect markets /
Main Author: | |
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Format: | Book |
Language: | English |
Published: |
Chichester, U.K. :
Wiley,
c2009
|
Series: | Wiley finance
|
Subjects: |
Physical Description: | xxv, 350 p. : ill. ; 26 cm |
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Bibliography: | Includes bibliographical references and index |
ISBN: | 9780470770887 |