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Models of the term structure of interest rates
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Interest Rate, Term Structure, and Valuation Modeling
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Modeling the Term Structure of Interest Rates Across Countries: Selected essays
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Macroeconomics in interest rate term structure modelling
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Modeling the Term Structure of Interest Rates: A Review of the Literature
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Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling
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Interest Rate Models & Yield Curve Engineering: Term Structure Models, Numerical Pricing, and Hedging Strategies
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