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Good Book on HJM Framework

Joined
11/19/13
Messages
10
Points
13
Hi!
As part of my Thesis project I'm currently studying the book of Brigo and Mercurio: Interest Rate Models. Their chapter on HJM Framework is well written and really understandable, but too short for my purposes.

I would like you, guys, to suggest me another good book that extensively treats this topic and that is, at the same time, mathematically rigorous.

Thanks.
 
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