Numerical techniques for pricing callable bonds with notice (Q1764750): Difference between revisions

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Revision as of 23:52, 19 March 2024

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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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