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Positive Interest

Flesaker, B; Hughston, LP; (1996) Positive Interest. Risk , 9 46 - 49.

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Type: Article
Title: Positive Interest
Additional information: Reprinted as Chapter 21 (pages 343-350) in Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models (L.P. Hughston, ed.) Risk Books (1996). Reprinted as Chapter 18 (pages 115-120), with an Afterword (pages 120-124) in Hedging with Trees: Advances in Pricing and Risk Managing Derivatives (M. Broadie & P. Glasserman, eds.) Risk Books (1998)
UCL classification: UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Mathematics
URI: http://discovery.ucl.ac.uk/id/eprint/1364072
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