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]

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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

Dates:

DateEvent
1997Published

Item ID:

31739

Date Deposited:

26 Apr 2022 11:26

Last Modified:

27 Apr 2022 08:03

Peer Reviewed:

Yes, this version has been peer-reviewed.

URI:

https://research.gold.ac.uk/id/eprint/31739

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