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Differential Equation Model For Yield Curves
Differential Equation Model For Yield Curves This paper examines a differential equation model, whose solutions have yield curve shapes. The paper also examines the relevance of the model with ...- Authors: Steven Craighead
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Analytics and informatics