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Type: Book chapter
Title: Using the Hull and White two factor model in bank treasury risk management
Author: Elliott, R.
Van Der Hoek, J.
Citation: Mathematical finance - Bachelier Congress 2000. Selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000, 2002 / Geman, H., Madan, D., Pliska, S., Vorst, T. (ed./s), pp.269-280
Publisher: Springer-Verlag
Publisher Place: Berlin, Heidelberg
Issue Date: 2002
ISBN: 354067781X
Editor: Geman, H.
Madan, D.
Pliska, S.
Vorst, T.
Appears in Collections:Applied Mathematics publications
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