Abstract
This chapter gives an introduction to term structure modelling without focusing on a single model but on different classes of models. First, we consider why it is necessary to assign a future evolution of the current yield curve.
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Kienitz, J., Caspers, P. (2017). Term Structure Models. In: Interest Rate Derivatives Explained: Volume 2. Financial Engineering Explained. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-137-36019-9_8
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DOI: https://doi.org/10.1057/978-1-137-36019-9_8
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