Mathematical foundation of convexity correction (Q4647241)
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scientific article; zbMATH DE number 7001569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical foundation of convexity correction |
scientific article; zbMATH DE number 7001569 |
Statements
Mathematical foundation of convexity correction (English)
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14 January 2019
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interest rate derivatives
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convexity correction
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