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View Model Detail:

Reference Number : 18
Model Name : Brennan-Schwartz Model
Classification # : 50303
Level : basic
Version Number : 1
Author : Hanyang Financial Engineering Lab.
Author Affiliation: Hanyang University
Author Email Address: leesb@hanyang.ac.kr
Financial Model Class : Interest Rate Derivatives: Interest Rate Models
Issuer/Modeler :
File Type: Equilibrium Models
Risk Sources: interest rate
Risk Distribution : lognormal
Economic Assumption : equilibrium
Description :


 

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