Dynamic Models of Yield Curve Evolution

Flesaker, B; and Hughston, L P. 1997. Dynamic Models of Yield Curve Evolution. In: M A H Dempster and S R Pliska, eds. Mathematics of Derivative Securities. Cambridge: Cambridge University Press, pp. 294-314. ISBN 9780521584241 [Book Section]
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Departments, Centres and Research Units Computing
Date Deposited 15 Mar 2022 15:11
Last Modified 15 Mar 2022 15:11

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