Titlebook: Historical Tables, 58 B.C.–A.D. 1965; S. H. Steinberg Book 1966 S. H. Steinberg 1966 historiography.history.memory studies.tables

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Overview: 978-1-349-86217-7

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terest rates as well as the term structure of volatilities which are relevant in valuing derivatives. The following chapter 11 is dedicated to the management of interest rate risk. Starting with a clarification of the types of risk involved, we further implement the very useful technique of a durati

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S. H. Steinberg Ph.D., F.R.Hist.S.aneously. These new attempts of integrating the dynamic properties of the term structure models with their cross-sectional implications using interest rate data of different maturities stem from some general problems and shortcomings when estimating term structure models.

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ime framework, reviewed and as­ sessed by Sundaresan (2000), allows us to obtain analytical pricing formulae that would be unavailable in a discrete time settin978-3-642-05879-0978-3-540-24697-8Series ISSN 1616-0533 Series E-ISSN 2195-0687

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e present is a type within the affine class and is estimated using interest rate panel data. This first chapter clears the basic definitional terminology when dealing with bond prices and interest rates. We further clear our view on the enormous spectrum of evolved asset pricing models for fixed-inc

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S. H. Steinberg Ph.D., F.R.Hist.S.building an empirical model that comes close to the theoretical model properties we basically distinguish two approaches in the literature: The time-series and the cross-section approaches.. Both methods are easy to implement, but suffer from the fact that they only use part of the available informa

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as for accu­ rate estimation techniques a la Hamilton (1994b) when it comes to empirical inferences of the specified model. The idea behind this book on hand is to provide the reader with a canonical framework that shows how to bridge the gap between the continuous-time pricing practice in financial

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