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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


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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Document Date: 2009-05-21 17:41:42

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