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research & events research archive msci two-factor interest rate model extended viewer msci two-factor interest rate model categories: general, yu yihai, zhang david, factor and risk modeling, risk management, risk management analytics, fixed income tags: mortgage, model, msci, mbs, interest_rate, this paper...
https://www.msci.com/www/research-paper/msci-two-factor-interest-rate/01937416162
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