VALUATION - Dynamic Models of the Term Structure - A review of dynamic models of the default-free term structure and their applications in pricing interest rate derivatives is presented.
Year of publication: |
2001
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Authors: | Yan, Hong |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 4, p. 60-76
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