Limitations of simple two-factor interest rate models

Journal

Journal of Financial Engineering

Subject

Finance

Publishing details

Journal of Financial Engineering 1996 Vol 5:1 p 1-16

Authors / Editors

Cooper I A; Rebonato R

Biographies

Cooper I A

Publication Year

1996

Publication Notes

Reprinted in Treasury Management International April 1996

Publication Research Centre

Institute of Finance and Accounting