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Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models Paperback - 2014
by Federal Reserve Board
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Details
- Title Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models
- Author Federal Reserve Board
- Binding Paperback
- Pages 36
- Volumes 1
- Language ENG
- Publisher Createspace Independent Publishing Platform
- Publication date 2014-11-14
- ISBN 9781503223738 / 1503223736
- Weight 0.24 lbs (0.11 kg)
- Dimensions 11.02 x 8.5 x 0.07 in (27.99 x 21.59 x 0.18 cm)
- Category Business / Economics / Finance
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Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models
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Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models
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