The Black‐Karasinski Model: Thirty Years On. Issue 115 (23rd September 2021)
- Record Type:
- Journal Article
- Title:
- The Black‐Karasinski Model: Thirty Years On. Issue 115 (23rd September 2021)
- Main Title:
- The Black‐Karasinski Model: Thirty Years On
- Authors:
- Turfus, Colin
- Abstract:
- Abstract : This year marks the 30th anniversary of the publication on the seminal short‐rate model of Black and Karasinski (1991). Colin Turfus looks back over the early career of its co‐originator Piotr Karasinski and records his story of how the model came to be developed, going on to review the impact it had subsequently, and reasons behind the revival of interest which has been evident in recent years.
- Is Part Of:
- Wilmott. Volume 2021:Issue 115(2021)
- Journal:
- Wilmott
- Issue:
- Volume 2021:Issue 115(2021)
- Issue Display:
- Volume 2021, Issue 115 (2021)
- Year:
- 2021
- Volume:
- 2021
- Issue:
- 115
- Issue Sort Value:
- 2021-2021-0115-0000
- Page Start:
- 26
- Page End:
- 33
- Publication Date:
- 2021-09-23
- Subjects:
- Finance -- Periodicals
Financial services industry -- Periodicals
332 - Journal URLs:
- http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗ - DOI:
- 10.1002/wilm.10954 ↗
- Languages:
- English
- ISSNs:
- 1540-6962
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 19498.xml