A tractable interest rate model with explicit monetary policy rates (Q322788)
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scientific article; zbMATH DE number 6636182
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tractable interest rate model with explicit monetary policy rates |
scientific article; zbMATH DE number 6636182 |
Statements
A tractable interest rate model with explicit monetary policy rates (English)
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7 October 2016
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yield curve
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option pricing
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regime switching
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market expectations
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