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The valuation of interest rate derivative securities

. Routledge new advances in economics Routledge, London u.a., (1996)

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The valuation of interest rate derivative securities. Routledge new advances in economics Routledge, London u.a., (1996)Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market, and . Journal of Banking & Finance, 18 (5): 997--1025 (October 1994)