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Paper / 2026SMQ / 256543564507465
Term structure shapes in the Hull-White model with Svensson-parameterized initial yield curves
Felix Sachse
fixed income / interest ratesResource overview

Term structure shapes in the Hull-White model with Svensson-parameterized initial yield curves

Paper2026

by Felix Sachse

Tags
fixed incomeinterest ratesterm structure models

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  1. The Bank Account, Short Rate, and the Fundamental Pricing Equation

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  2. DV01, Dollar Duration, and One-Factor Price Sensitivity

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