Michael Henseler

German Finance Agency

Lurgiallee 5

Frankfurt/Main, 60439

Germany

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A Tractable Multi-Factor Dynamic Term-Structure Model for Risk Management

Number of pages: 30 Posted: 02 Mar 2013 Last Revised: 02 Nov 2018

Michael Henseler, Christoph Peters and Roland C. Seydel

German Finance Agency, German Finance Agency and Commerzbank AG

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