Exercise 27.4.4 Argue that the OAS does not assume parallel shifts in the term structure.

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

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Authors: Yuh-Dauh Lyuu

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Exercise 27.4.4 Argue that the OAS does not assume parallel shifts in the term structure.
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Exercise 27.4.4 Argue that the OAS does not assume parallel shifts in the term structure.

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Financial Engineering And Computation Principles Mathematics Algorithms

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