Descriptive Bond-Yield and Forward-Rate Models for the British Government Securities' Market: [forms Part Of: Report of the Fixed-Interest Working Group, B.A.J. 4, II Pg.213–383]

Publisher: Cambridge University Press

E-ISSN: 2044-0456|4|2|265-321

ISSN: 1357-3217

Source: British Actuarial Journal, Vol.4, Iss.2, 1998-06, pp. : 265-321

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Abstract