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- W4366320171 abstract "In the valuation problems presented in the previous chapters, the interest rate was assumed to be a deterministic parameter, constant in most cases. This is of course a crude approximation of the real situation where interest rates vary over time in an unpredictable way. This assumption can be reasonable only when dealing with financial contracts with short maturities (like options), while for financial derivatives with longer lifetime (like bonds) or any other fixed-income products, it can be quite misleading. It is necessary, then, to adopt stochastic models for interest-rateInterest rate dynamics." @default.
- W4366320171 created "2023-04-20" @default.
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- W4366320171 date "2023-01-01" @default.
- W4366320171 modified "2023-09-26" @default.
- W4366320171 title "Interest Rate Models" @default.
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- W4366320171 doi "https://doi.org/10.1007/978-3-031-28378-9_10" @default.
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