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Term Structure of Default-Free and Defaultable Securities: Theory and Empirical Evidence

Hai Lin , Xiamen University, Department of Finance,

Chunchi Wu, University of Missouri-Columbia , Department of Finance

更新时间：2010-01-20

摘要 : This article provides a survey on term structure models designed for pricing fixed income securities and their derivatives
关键字 : Term structure of interest rates, empirical evidence
论文类型 : 工作论文
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