CONSTANT MATURITY TREASURY CONVEXITY CORRECTION (Q2939922)

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CONSTANT MATURITY TREASURY CONVEXITY CORRECTION
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    Statements

    title
    CONSTANT MATURITY TREASURY CONVEXITY CORRECTION (English)
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    author
    Mario Pucci
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    publication date
    23 January 2015
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    zbMATH Keywords
    convexity adjustment
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    default risk
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    constant maturity
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    Identifiers

    zbMATH DE Number
    6390079
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