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Jeroen F.J. de Munnik
De Nederlandsche Bank
PO Box 98
1000 AB Amsterdam
Amsterdam, 1000 AB
Netherlands
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SCHOLARLY PAPERS
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Scholarly Papers (2)
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1.
The Construction of a Path-Independent Interest Rate Tree: The Model of Heath, Jarrow and Morton
ADVANCES IN FUTURES AND OPTIONS RESEARCH, Vol 7, 1994
Posted: 14 Nov 2000
Jeroen F.J. de Munnik
De Nederlandsche Bank
Abstract:
2.
Cross Sectional Versus Time Series Estimation of Term Structure Models: Empirical Results for the Dutch Bond Market
Posted: 16 Oct 2000
Jeroen F.J. de Munnik and
Peter C. Schotman
De Nederlandsche Bank and Maastricht University - Department of Finance
Abstract:
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