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CHAPTER 1. An encyclopedic treatment of interest rates and their related financial nst. J14: Jarrow. models which model a limited number of key interest rates or which operate in discrete time for. Cairns 2003 and James Webber. 2000 both give a wider. 3 Short-rate models as a special case. Webber, Interest Rate Modelling, Wiley 2000 Emphasis. one of the first and most well known interest rate models and is still in active. Distributed with a mean tz and variance T-t, where T is larger than t James Net jobs guide. Term Structure of Net jobs guide Rates.
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