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•Implementation of the Longstaff-Schwartz Interest Rate Model

Risque Taux

duration et sensibilité

Np Oblig

risque de crédit

Forward Forward

l'Utilisation Des Swap

Produits de Taux

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Alternative Models for Hedging Yield Curve Risk an Empirical Comparison

An Introduction to Financial

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Term Structure Estimation

Target Interest Rate News Effects on the Asia Pacific Financ

A Reconsideration of Continous Time One Factor Spot Rate Models

Advanced Statistics With Matlab

A Comparative Study of the Vasicek and the CIR Model of the

2004-11-29

Article Fil Trede Kalman

Principles for the Management and Supervision of Interest Ra

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Exponentials Polynomials, And Fourier Series More Yield Curve Modelling at the Bank of Canada

A Comparative Study of the Vasicek and the CIR Model of the Short Rate

A TWO-FACTOR MODEL of the German Term Structure of Interest Rates

Numerical Analysis in Matlab Contents