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~isPartOf:"New York University - Salomon Center for the Study of Financial Institutions - Credit and Debt Markets - Publications"
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JOURNAL OF APPLIED ECONOMETRICS,J. Appl. Econ. 24: 1057–1093 (2009)
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Fixed Income Pricing
Dai, Qiang
;
Singleton, Kenneth
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2002
This chapter surveys the literature on fixed-income pricing models, including dynamic term structure models (DTSMs) and interest rate sensitive, derivative pricing models.(...)
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