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A simple theoretical approach to bond energies

✍ Scribed by James R. Larson; N.D. Epiotis; Sason S. Shaik

Book ID
108372805
Publisher
Elsevier Science
Year
1981
Tongue
French
Weight
738 KB
Volume
37
Category
Article
ISSN
0040-4020

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In the last 15 years or so, tremendous efforts and progress have been made in valuing interest rate sensitive derivative securities. Broadly speaking, two different approaches have been used. Some authors have modeled interest rates in an equilibrium setting and derived bond prices and other interes