Interest Rate Derivatives: Multi-Factor Models

Carl Chiarella*, Xue Zhong He, Christina Sklibosios Nikitopoulos

*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceeding › Chapter › peer-review

Fingerprint

Dive into the research topics of 'Interest Rate Derivatives: Multi-Factor Models'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Computer Science

Biochemistry, Genetics and Molecular Biology