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“Interest-Rate Option Models: Understanding, Analyzing and Using Models for Exotic Interest-Rate Options” by Rebonato, Riccardo
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https://www.bookfinder.com/search/?author=Rebonato%2C+Riccardo&title=Interest-Rate+Option+Models%3A+Understanding%2C+Analyzing+and+Using+Models+for+Exotic+Interest-Rate+Options&lang=en&st=xl&ac=qr
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