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  • - A Review of the Literature
    af Denis Talay, Francois-Serge Lhabitant & Rajna Gibson
    1.078,95 kr.

    Provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives. The originality of the survey lies in the fact that it provides a framework in which continuous-time term structure models can be nested and related to each other.