CLEFT
发表于 2025-3-23 12:53:35
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推延
发表于 2025-3-23 14:03:54
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expository
发表于 2025-3-23 21:19:41
Term Structure Modelling bond markets in section 1.2.1 we examined the following interrelated peculiarities: the incompleteness of the market, the maturity independent risk premium, and the pricing of interest rate derivatives. To study these aspects we used a single-factor model that chooses the instantaneous short rate as the state variable:
意见一致
发表于 2025-3-23 23:41:09
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superfluous
发表于 2025-3-24 03:14:19
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defibrillator
发表于 2025-3-24 08:46:31
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多样
发表于 2025-3-24 14:34:56
Formal Aspects of Component Softwareling bond markets in section 1.2.1 we examined the following interrelated peculiarities: the incompleteness of the market, the maturity independent risk premium, and the pricing of interest rate derivatives. To study these aspects we used a single-factor model that chooses the instantaneous short rate as the state variable:
SMART
发表于 2025-3-24 17:13:15
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乞讨
发表于 2025-3-24 19:16:18
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Diluge
发表于 2025-3-25 00:14:42
Sander de Putter,Anton Wijs,Dan Zhang on the technique of state space modeling, the relevant filtering algorithms, and finally the estimation of model parameters. These building blocks are empirically employed on capital market data in parts II, III, and IV, where we concentrate on specific adaptions of the presented estimation framewo