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Volatility and Dependence in Fixed Income Forward Rates with Application to Market Risk of Derivative Portfolios

机译：固定收益远期汇率的波动性和依赖性及其在衍生产品组合市场风险中的应用

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作者
Vesterdal Bjørn Erlend;
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年度 2006
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原文格式 PDF
正文语种 eng
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Volatility and Dependence in Fixed Income Forward Rates with Application to Market Risk of Derivative Portfolios

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