What part of the analysis could benefit from explicit term structure modeling? How would you use a (statistical) model of the term structure of interest rates? What additional information could be gained, what are possible disadvantages? The State of Connecticut Municipal Swap - Case Study

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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M4
What part of the analysis could benefit from
explicit term structure modeling? How would
use a (statistical) model of the term structure of
interest rates? What additional information could
you
be gained, what are possible disadvantages? The
State of Connecticut Municipal Swap - Case Study
Transcribed Image Text:What part of the analysis could benefit from explicit term structure modeling? How would use a (statistical) model of the term structure of interest rates? What additional information could you be gained, what are possible disadvantages? The State of Connecticut Municipal Swap - Case Study
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