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Nonparallel Yield Curve Shifts and Convexity
option-pricing model. The second method is the direct estimation approach, and the formula used is analogous ... Although this mechanical approach provides a direct basis for generating numbers and relating the ...- Authors: Robert Reitano
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments