Adelaide Research & Scholarship
Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/30776
| 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 Aurora harvest 6 |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.