Exercise 22.3.1 Show how to fit a quadraticfunc tion d(t) = a0 +a1t +a2t2 to the discount
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Exercise 22.3.1 Show how to fit a quadraticfunc tion d(t) = a0 +a1t +a2t2 to the discount factors by using multiple regression.
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Related Book For
Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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