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  • How are reviewers describing this item?
    quantitative, mathematical and financial.
  • Our engine has analyzed and discovered that 66.7% of the reviews are reliable.
  • This product had a total of 6 reviews as of our last analysis date on Nov 7 2017.
Reviews Summary

The authors have written an excellent reference with regards to the pricing of interest rate derivative exotics from an actual practitioner perspective, not some academic treatise far removed from actual trading of the models

I am currently implementing some of the models and the book has proven to be a life saver

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