Limitations of simple two-factor interest rate models
Journal
Journal of Financial Engineering
Subject
Finance
Publishing details
Journal of Financial Engineering 1996 Vol 5:1 p 1-16
Authors / Editors
Cooper I A;Rebonato R
Biographies
Publication Year
1996
Publication Notes
Reprinted in Treasury Management International April 1996
Publication Research Centre
Institute of Finance and Accounting
Available on ECCH
No