6. The effective use of pricing models requires an understanding of the models assumptions, the key pricing

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6. The effective use of pricing models requires an understanding of the model’s assumptions, the key pricing parameters, and an understanding of the limitations of a pricing model.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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