Yield Curve Modelling At The Bank Of Canada
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Yield Curve Modelling at the Bank of Canada
| Author | : David Jamieson Bolder |
| Publisher | : |
| Total Pages | : 69 |
| Release | : 2008 |
| Genre | : |
| ISBN | : |
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This paper continues the work started by Bolder and Streacute;liski (1999) and considers two alternative classes of models for extracting zero-coupon and forwar
