Discussion on A Dynamic Model for the Forward Curve or the CFRS model Authors: Choong Tze Chua, Dean - PowerPoint PPT Presentation

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Discussion on A Dynamic Model for the Forward Curve or the CFRS model Authors: Choong Tze Chua, Dean

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... to price them via numerical procedures. Bond prices and ... Interesting Comparison. Same data. Different models. Compare price of interest rate derivatives ... – PowerPoint PPT presentation

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