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The Simple Yield Curve Models - MaRDI portal

The Simple Yield Curve Models

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Publication:6526875

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arXiv2403.13531MaRDI QIDQ6526875

Ethan Akin, Morton D. Davis

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10) Financial and insurance mathematics (aspects of mathematics education) (97M30)

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