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Finance / Options / Fixed income market / Fixed income analysis / Yield curve / Interest rate cap and floor / Implied volatility / Swaption / Swap rate / Financial economics / Mathematical finance / Statistics
Date: 2009-05-21 17:41:42
Finance
Options
Fixed income market
Fixed income analysis
Yield curve
Interest rate cap and floor
Implied volatility
Swaption
Swap rate
Financial economics
Mathematical finance
Statistics

Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives∗ M ASSOUD H EIDARI†

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