Pricing interest rate derivatives in a non-parametric two-factor term-structure model
by John L. Knight
199946 pagesBank of Canada·1 editions No users with this book on their shelves. Maybe you could be the first.
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Pricing interest rate derivatives in a non-parametric two-factor term-structure model (1999)
Pricing interest rate derivatives in a non-parametric two-factor term-structure model (1999)
Bank of Canada
Bank of Canada
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