Exercise . (P and Q dynamics in the general affine model) Verify (.). Exercise . (Bond prices

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Exercise . (P and Q dynamics in the general affine model) Verify (.).

Exercise . (Bond prices in the general affine model) Show Theorem ..

Exercise . (Solution of ODE in two-factor Vasicek) Show that (.) is a solution to (.).

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Fixed Income Modelling

ISBN: 978-0198716440

1st Edition

Authors: Claus Munk

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Exercise . (P and Q dynamics in the general affine model) Verify (.). Exercise . (Bond prices

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Fixed Income Modelling

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