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Continuous time interest rate models in Japanese fixed income markets

Nowman, K. Ben (2006) Continuous time interest rate models in Japanese fixed income markets. In: Batten, Jonathan and Fetherston, Thomas A. and Szilagyi, P.G., (eds.) Japanese fixed income markets: money, bond and interest rate derivatives. Elsevier, pp. 321-346. ISBN 0444520201

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Item Type:Book Section
Research Community:University of Westminster > Westminster Business School
ID Code:2845
Deposited On:13 Dec 2006
Last Modified:13 Oct 2009 16:10

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