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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
essential points are covered in an article by Miller [17]. A yield curve model that is commonly used because ... Economics and Finance. Amsterdam: North-Holland, 1981. 17. M/LLER, S. "A Continuous Arbitrage-Free Interest ...- Authors: Michael F Davlin, Merlin F Jetton, James A Tilley, Hal Warren Pedersen
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Stochastic models