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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/30776
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dc.contributor.authorElliott, R.-
dc.contributor.authorVan Der Hoek, J.-
dc.contributor.editorGeman, H.-
dc.contributor.editorMadan, D.-
dc.contributor.editorPliska, S.-
dc.contributor.editorVorst, T.-
dc.date.issued2002-
dc.identifier.citationMathematical 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-
dc.identifier.isbn354067781X-
dc.identifier.urihttp://hdl.handle.net/2440/30776-
dc.language.isoen-
dc.publisherSpringer-Verlag-
dc.titleUsing the Hull and White two factor model in bank treasury risk management-
dc.typeBook chapter-
dc.publisher.placeBerlin, Heidelberg-
pubs.publication-statusPublished-
Appears in Collections:Applied Mathematics publications
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