Pricing Interest Rate Derivatives in a Non-parametric Two-factor Term-structure Model PDF Download

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Pricing Interest Rate Derivatives in a Non-parametric Two-factor Term-structure Model

Pricing Interest Rate Derivatives in a Non-parametric Two-factor Term-structure Model PDF Author: John L. Knight
Publisher:
ISBN:
Category : Derivative securities
Languages : en
Pages : 60

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Book Description
Proposes a non-parametric two-factor term-structure model that imposes no restrictions on the functional forms of the diffusion functions.