Pricing regime-switching risk in an HJM interest rate environment. Issue 12 (1st December 2016)
- Record Type:
- Journal Article
- Title:
- Pricing regime-switching risk in an HJM interest rate environment. Issue 12 (1st December 2016)
- Main Title:
- Pricing regime-switching risk in an HJM interest rate environment
- Authors:
- Elliott, Robert J.
Siu, Tak Kuen - Abstract:
- Is Part Of:
- Quantitative finance. Volume 16:Issue 12(2016)
- Journal:
- Quantitative finance
- Issue:
- Volume 16:Issue 12(2016)
- Issue Display:
- Volume 16, Issue 12 (2016)
- Year:
- 2016
- Volume:
- 16
- Issue:
- 12
- Issue Sort Value:
- 2016-0016-0012-0000
- Page Start:
- 1791
- Page End:
- 1800
- Publication Date:
- 2016-12-01
- Subjects:
- Finance -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Investments -- Mathematics -- Periodicals
Economics -- Periodicals
Finances -- Modèles mathématiques -- Périodiques
332.015118 - Journal URLs:
- http://www.tandfonline.com/toc/rquf20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/14697688.2015.1136078 ↗
- Languages:
- English
- ISSNs:
- 1469-7688
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 7168.333200
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 2633.xml