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  • Gennady A. Medvedev
    978-3-030-15500-1
    2019
    Edition 1
    • Describes results related to the analytical study of yield term structures and their generalizations with increased state space dimension
    • Focuses on the properties of the yield, not only for limited terms to maturity, but also for the entire interval of all possible such terms
    • Uses numerical techniques when the analytical approach is too cumbersome, or impossible

    €220

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