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masters theses (1)
Author
De Bles, Jasper (1)
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Finance (1)
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Economics (1)
Publication Type
masters theses (1)
Author
De Bles, Jasper (1)
Date
Subject
Finance (1)
Department
Economics (1)
Niner Commons - UNC Charlotte - J. Murrey Atkins Library
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DeBles_uncc_0694N_12412
Calibrating Short Rate Models in Negative Interest Rate Environments: An Application to Bermudan Swaptions
De Bles, Jasper
AbstractCalibrating Short Rate Models in Negative Interest Rate Environments: An Application to Bermudan SwaptionsThe evolution of the interest rate has been modelled for[...]
2020
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