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  • Interest Rate Model Risk
    because I know there are many companies where the primary goal is to meet the literal requirements of the ... The danger in comparing two models is that, if care isn't taken to parameterize them reasonably consistently ...

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    • Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods