Design and Estimation of Quadratic Term Structure Models∗ Markus Leippold†

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Date: 2009-05-21 17:41:41 Economics Options Fixed income market Interest rates Yield curve Expectation hypothesis Interest rate cap and floor Volatility smile Implied volatility Mathematical finance Financial economics Finance		Design and Estimation of Quadratic Term Structure Models∗ Markus Leippold† Add to Reading List Source URL: www.bnet.fordham.edu Download Document from Source Website File Size: 545,93 KB Share Document on Facebook

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