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  • Faj-One Factor Model

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    Darshan Joshi
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    A one-factor model of interest rates and its application to equities is reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

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    A one-factor model of interest rates and its application to equities is reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Descargue como PDF, TXT o lea en línea desde Scribd
    Marcar por contenido inapropiado
    17 vistas7 páginas

    Faj-One Factor Model

    Cargado por

    Darshan Joshi
    A one-factor model of interest rates and its application to equities is reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Descargue como PDF, TXT o lea en línea desde Scribd
    Marcar por contenido inapropiado
    de 7

    A One-Factor Model Of Interest Rates And Its Application To

    Black, Fischer; Derman, Emanuel; Toy, William


    Financial Analysts Journal; Jan/Feb 1990; 46, 1; ABI/INFORM Global
    pg. 33

    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

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