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Eric Guan

3 published titles

Swap market model : theory and empirical evidence

(Contributor)

2 editions

  • Manchester Business School
  • 2008
  • Details
  • Manchester Business School
  • 2008
  • Details

Choice of interest rate term structure models for assets and liability management

(Contributor)

2 editions

  • Manchester Business School
  • 2008
  • Details
  • Manchester Business School
  • 2008
  • Details

Short rate models : Hull-White or Black-Karasinski? : implementation note and model comparison for ALM

(Contributor)

2 editions

  • Manchester Business School
  • 2008
  • Details
  • Manchester Business School
  • 2008
  • Details

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