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Singular value decomposition / Numerical linear algebra / Fixed income market / Yield curve / 1Y / 2Y / Kernel / Eigenvalues and eigenvectors / Maximum likelihood / Algebra / Linear algebra / Mathematics
Date: 2014-07-21 10:34:04
Singular value decomposition
Numerical linear algebra
Fixed income market
Yield curve
1Y
2Y
Kernel
Eigenvalues and eigenvectors
Maximum likelihood
Algebra
Linear algebra
Mathematics

Testable implications of affine term structure models

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