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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 ...

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    • Authors: Robert Reitano
    • Date: Oct 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Investments