Short rate models : Hull-White or Black-Karasinski? : implementation note and model comparison for ALM :: Aisha Khan :: Manchester Business School 2008 :: OBNB, the Open British National Bibliography

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

Descriptive Notes

Title from PDF title page (viewed on 15 Jul., 2010).

Topics

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

Catalogue Data

OBNB ID GBB085199
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 63 p.
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.