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Now the arena of interest rate derivatives has its own APT: the Andersen-Piterbarg Textbook.Peter Carr, Global Head of Market Modeling, Morgan Stanley This is a most comprehensive book on interest rate modeling and derivatives valuation. Piterbarg Type: eBook Released: 2010 Publisher: Atlantic Financial Press Page Count: 376 Format: djvu Language: English ISBN-10: ISBN-13: 111 Review In the seventies, Arbitrage Pricing Theory (APT) was invented for equity derivatives. |
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