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13 - No-Arbitrage with State Price Deflators
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31 - Real Yields, Nominal Yields and Inflation: The D'Amico–Kim–Wei Model
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30 - The Doubly Mean-Reverting Vasicek Model
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28 - Why Is the Slope a Good Predictor?
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19 - The Shadow Rate: Dealing with a Near-Zero Lower Bound
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33 - Principal Components as State Variables of Affine Models: The PCA Affine Approach
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22 - Convexity: Empirical Results
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11 - No-Arbitrage in Discrete Time
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What data science means for the future of the actuarial profession: Abstract of the London Discussion
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16 - Solving Affine Models: The Vasicek Case
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8 - Expectations
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Part II - The Building Blocks: A First Look
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25 - Excess Returns: Empirical Results
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27 - Excess Returns: The Recent Literature – II
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Part IV - Solving the Models
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References
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36 - Conclusions
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4 - Bonds: Their Risks and Their Compensations
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21 - A Model-Independent Approach to Valuing Convexity
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Part I - The Foundations
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