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Limitations of simple two-factor interest rate models

Journal

Journal of Financial Engineering

Subject

Finance

Publishing details

Journal of Financial Engineering 1996 Vol 5:1 p 1-16

Authors / Editors

Cooper I A;Rebonato R

Biographies

Ian Cooper

Publication Year

1996

Publication Notes

Reprinted in Treasury Management International April 1996

Publication Research Centre

Institute of Finance and Accounting

Available on ECCH

No


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