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Modelling interest rates: Cox-Ingersoll-Ross model explained (Excel)
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Vasicek Model for Credit Risk Capital (FRM Part 1 Valuation & Risk Models, FRM Part 2 Credit Risk)
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Interest Rate Term Structure Models: Introductory Concepts
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Measuring Credit Risk (FRM Part 1 2025 – Book 4 – Chapter 6)
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Duration and Interest Rate Risk (Excel)
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Black-Litterman model explained (Excel)
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