The value of convexity: a theoretical and empirical investigation (Q4554407)

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scientific article; zbMATH DE number 6979444
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The value of convexity: a theoretical and empirical investigation
scientific article; zbMATH DE number 6979444

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    The value of convexity: a theoretical and empirical investigation (English)
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    14 November 2018
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    asset pricing
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    interest rate modelling
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    interest rate derivatives
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    interest rates
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    convexity
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    affine models
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    term structure models
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