The Past, Present and Future of Term Structure Modelling

Hughston, L P. 2003. The Past, Present and Future of Term Structure Modelling. In: P Field, ed. Modern Risk Management: A History. London: Risk Publications, pp. 107-132. ISBN 1904339050 [Book Section]

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Item Type:

Book Section

Departments, Centres and Research Units:

Computing

Dates:

DateEvent
2003Published

Item ID:

31359

Date Deposited:

04 Feb 2022 16:22

Last Modified:

09 Feb 2022 10:41

URI:

https://research.gold.ac.uk/id/eprint/31359

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