Numerical techniques for pricing callable bonds with notice (Q1764750): Difference between revisions
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Revision as of 23:52, 19 March 2024
scientific article
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English | Numerical techniques for pricing callable bonds with notice |
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Numerical techniques for pricing callable bonds with notice (English)
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22 February 2005
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Noticeable callable bonds
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Interest rate models
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Characteristics approximation
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Finite elements
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Numerical methods
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