Exercise 23.3.1 Does the idea of spread assume parallel shifts in the term structure?

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

1st Edition

Authors: Yuh-Dauh Lyuu

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Question Posted: Oct 26, 2024 01:01 PM

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Exercise 23.3.1 Does the idea of spread assume parallel shifts in the term structure?
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Exercise 23.3.1 Does the idea of spread assume parallel shifts in the term structure?

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Financial Engineering And Computation Principles Mathematics Algorithms

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