The Heath Jarrow Morton model and the Meiselman forward interest rate revision equation

Research output: Working paper

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The Heath Jarrow Morton model and the Meiselman forward interest rate revision equation. / Golinski, Adam; Spencer, Peter.

2011.

Research output: Working paper

Harvard

Golinski, A & Spencer, P 2011 'The Heath Jarrow Morton model and the Meiselman forward interest rate revision equation'.

APA

Golinski, A., & Spencer, P. (2011). The Heath Jarrow Morton model and the Meiselman forward interest rate revision equation.

Vancouver

Golinski A, Spencer P. The Heath Jarrow Morton model and the Meiselman forward interest rate revision equation. 2011.

Author

Golinski, Adam ; Spencer, Peter. / The Heath Jarrow Morton model and the Meiselman forward interest rate revision equation. 2011.

Bibtex - Download

@techreport{4b404059dbf044c39292e75c15aa5f1f,
title = "The Heath Jarrow Morton model and the Meiselman forward interest rate revision equation",
author = "Adam Golinski and Peter Spencer",
year = "2011",
language = "English",
type = "WorkingPaper",

}

RIS (suitable for import to EndNote) - Download

TY - UNPB

T1 - The Heath Jarrow Morton model and the Meiselman forward interest rate revision equation

AU - Golinski, Adam

AU - Spencer, Peter

PY - 2011

Y1 - 2011

M3 - Working paper

BT - The Heath Jarrow Morton model and the Meiselman forward interest rate revision equation

ER -