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The pricing of interest rate cap, floor and collar agreements

Éric BriysMichel CrouhyRainer Schöbel

出版	Hochschule Lüneburg, Fachber. Wirtschafts- u. Sozialwiss., 1988
URL	http://books.google.com.hk/books?id=ej0qHQAACAAJ&hl=&source=gbs_api