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

Aisha Khan

Publication Data

Title Short rate models : Hull-White or Black-Karasinski? : implementation note and model comparison for ALM
Author Aisha Khan
Contributors Eric Guan, Ser-Huang Poon, Manchester Business School
Publisher Manchester Business School
Publication date 2008
Publication location Manchester
Language English

Topics

Asset-liability management
Interest rate swaps :: Mathematical models
Risk management :: Mathematical models

Catalogue Data

OBNB ID GBB030180
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6323011

ISBD

P1053 60 leaves
P1042 Includes bibliographical references.

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Short rate models : Hull-White or Black-Karasinski? : implementation note and model comparison for ALM by Aisha Khan. Published by Manchester Business School in 2008. Publication and catalogue information, links to buy online and reader comments.