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Interest rate risk modeling the fixed income valuation course
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Nawalkha, Sanjay K.
Published 2005
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Analysing and interpreting the yield curve
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Choudhry, Moorad
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Transform analysis and asset pricing for affine jump-diffusions
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Duffie, Darrell
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The Philippine business cycle and the yield curve a Markov regime switching and OLS approach
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Domingo, Carlo G.
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CAMPUS
Diliman
3
Baguio
1
DATABASE
Union Catalog (Buklod)
4
UNIT LIBRARY
School of Economics
2
Cesar E.A. Virata School of Business
1
Graduate Resource Center
1
YEAR OF PUBLICATION
From:
To:
CLASSIFICATION
H - Social Science
3
L - Education
1
SUBJECT
Bonds
Valuation
Econometric models
3
Business cycles
1
Diffusion processes
1
Fixed-income securities
1
Integral functions
1
Interest rate risk
1
Jump processes
1
Mathematical models
1
Option value
1
Options (Finance)
1
Prices
1
see all ...
AUTHOR
Beliaeva, Natalia A. 1975-
1
Choudhry, Moorad
1
Domingo, Carlo G.
1
Duffie, Darrell
1
Nawalkha, Sanjay K.
1
Pan, Jun
1
Singleton, Kenneth
1
Soto, Gloria M.
1
see all ...
RESOURCE TYPE
Book
3
Thesis
1
LANGUAGE
English
4
TUKLAS
: UP Libraries' Resource Discovery Tool
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