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Pricing interest rate options

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
1eb3a7c8-5f11-4555-9dd2-9082b109bd2a
Liu, Xiaoquan
99783184-9fdc-4438-9076-c6f2d16f2870
Kuo, Jing-Ming
4ded9336-66d1-4a13-bc34-5473e6532eb6
Coakley, Jerry
1eb3a7c8-5f11-4555-9dd2-9082b109bd2a

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. 18 - 20 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, 2008-06-18 - 2008-06-20
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

Catalogue record

Date deposited: 17 Feb 2014 13:19
Last modified: 11 Dec 2021 03:38

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Contributors

Author: Xiaoquan Liu
Author: Jing-Ming Kuo
Author: Jerry Coakley

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