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This Element is intended for students and practitioners as a gentle and intuitive introduction to the field of discrete-time yield curve modelling. I strive to be as comprehensive as possible, while still adhering to the overall premise of putting a strong focus on practical applications.
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A Practitioner's Guide to Discrete-Time Yield Curve Modelling, Ken Nyholm
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- Released
- 2021
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- (Paperback)
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