Pricing interest rate options
Pricing interest rate options
Liu, Xiaoquan
99783184-9fdc-4438-9076-c6f2d16f2870
Kuo, Jing-Ming
4ded9336-66d1-4a13-bc34-5473e6532eb6
Coakley, Jerry
f8a57a2a-b990-4773-b022-ad9eb9ca9667
2008
Liu, Xiaoquan
99783184-9fdc-4438-9076-c6f2d16f2870
Kuo, Jing-Ming
4ded9336-66d1-4a13-bc34-5473e6532eb6
Coakley, Jerry
f8a57a2a-b990-4773-b022-ad9eb9ca9667
Liu, Xiaoquan, Kuo, Jing-Ming and Coakley, Jerry
(2008)
Pricing interest rate options.
2nd International Workshop on Computational and Financial Econometrics (CFE'08), Neuchâtel, Switzerland.
19 - 21 Jun 2008.
Record type:
Conference or Workshop Item
(Paper)
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More information
Published date: 2008
Venue - Dates:
2nd International Workshop on Computational and Financial Econometrics (CFE'08), Neuchâtel, Switzerland, 2008-06-19 - 2008-06-21
Organisations:
Centre for Digital, Interactive & Data Driven Marketing
Identifiers
Local EPrints ID: 362165
URI: http://eprints.soton.ac.uk/id/eprint/362165
PURE UUID: 39722ef6-6b54-4035-9590-9abcbe7687eb
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Date deposited: 17 Feb 2014 13:19
Last modified: 10 Jun 2024 16:34
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Contributors
Author:
Xiaoquan Liu
Author:
Jing-Ming Kuo
Author:
Jerry Coakley
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