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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob, (1995)
Estimation of a linear Gaussian model
Danesi, Vladimir, (1998)
Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series Dynamics
Rasmussen, Torben Beedholm, (2010)
Basel III credit rating systems : an applied guide to quantitative and qualitative methods
Izzi, Luisa, (2012)
The term structure of interest rates in the economic and monetary union
Izzi, Luisa, (2002)