A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration

Publisher Website

24 February 2006

book chapter
Published by Edward Elgar Publishing

https://doi.org/10.4337/9781781950500.00014

Abstract

No abstract available

All Related Versions

Version 1, 2006-01-01, RePEc (Unconfirmed version)

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