YUNIKARN
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23 回視聴 ・ 1いいね ・ 2025/05/12
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🎬 The video
One-factor models in the context of fixed income securities are models that describe the evolution of interest rates using a single source of risk or uncertainty—typically the short-term interest rate. They are widely used for pricing bonds, managing interest rate risk, and valuing interest rate derivatives.
GitHub
github.com/GerhardKling/FixedIncome
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