International Models for Interest Rates and Foreign Exchange
Flesaker, B; and Hughston, L P.
1997.
International Models for Interest Rates and Foreign Exchange.
Net Exposure(3),
pp. 55-79.
[Article]
| Item Type | Article |
|---|---|
| Additional Information |
Reprinted in: The New Interest Rate Models(L P Hughston, ed), pages 217-236, London: Risk Publications (2000). |
| Departments, Centres and Research Units | Computing |
| Date Deposited | 26 Apr 2022 11:26 |
| Last Modified | 27 Apr 2022 08:03 |