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The journal of fixed income
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Quadratic interest rate models as approximations to effective rate models
Boyle, Phelim P.
;
Tian, Wei Dong
- In:
The journal of fixed income
9
(
1999
)
3
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001448124
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Leverage and closed-end bond funds
Boyle, Phelim P.
;
Szaura, Stephen
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011293460
Saved in:
3
SYMPOSIUM ON TERM STRUCTURE MODELS AND INTEREST RATE VOLATILITY - QUADRATIC INTEREST RATE MODELS As APPROXIMATIONS TO EFFECTIVE RATE MODELS - Many of the classic stochastic interest rate models use the instantaneous spot rate as the fundamental state variable. For both practical and theoretical reasons, it is sometimes convenient to base the model on the effective interest rate over some period ...
Boyle, Phelim P.
;
Tian, Weidong
- In:
The journal of fixed income
9
(
1999
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10007182905
Saved in:
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