Discuss what the calibration of a short- term model involves.
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Discuss what the calibration of a short- term model involves.
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Two possible ways are available to calibrate an interest rate model depending on the ultim...View the full answer
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Related Book For 
Debt Markets And Investments
ISBN: 9780190877439
1st Edition
Authors: H. Kent Baker, Greg Filbeck, Andrew C. Spieler
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