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Building Interest Rate Curves and SABR Model Calibration
Published 2015Subjects: “…Interest rates -- Mathematical models…”
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A no-arbitrage macro finance approach to the term structure of interest rates
Published 2015Subjects: “…Interest rates -- Mathematical models…”
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Heath–Jarrow–Morton models with jumps
Published 2015Subjects: “…Interest rates -- Mathematical models…”
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Interest rate model theory with reference to the South African market
Published 2006Subjects: “…Interest rates -- Mathematical models…”
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