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Description
Fixed Income Securities and Interest Rate Models Introduction to theory of fixed-income securities and the term structure of interest rate models. Topics may include the discrete interest rate model, arbitrage-free continuous-time models, the valuation of interest rate derivatives, and models of credit spreads dynamics.
Reference text in its original language
Fixed Income Securities and Interest Rate Models Introduction to theory of fixed-income securities and the term structure of interest rate models. Topics may include the discrete interest rate model, arbitrage-free continuous-time models, the valuation of interest rate derivatives, and models of credit spreads dynamics.
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