Modelling bond yield and forward rate curves for the FT-Actuaries British Government Securities Yield Indices

Research output: Contribution to conferencePaper

Original languageEnglish
Pages845-870
Number of pages26
Publication statusPublished - 1996
EventProceedings of the Investment Conference - Langley
Duration: 1 Jan 1996 → …

Conference

ConferenceProceedings of the Investment Conference
CityLangley
Period1/01/96 → …

Cite this

Cairns, A. J. G. (1996). Modelling bond yield and forward rate curves for the FT-Actuaries British Government Securities Yield Indices. 845-870. Paper presented at Proceedings of the Investment Conference, Langley, .
@conference{9efe975153a94d6fb1e68f88472ecc62,
title = "Modelling bond yield and forward rate curves for the FT-Actuaries British Government Securities Yield Indices",
author = "Cairns, {Andrew John George}",
year = "1996",
language = "English",
pages = "845--870",
note = "Proceedings of the Investment Conference ; Conference date: 01-01-1996",

}

Cairns, AJG 1996, 'Modelling bond yield and forward rate curves for the FT-Actuaries British Government Securities Yield Indices', Paper presented at Proceedings of the Investment Conference, Langley, 1/01/96 pp. 845-870.

Modelling bond yield and forward rate curves for the FT-Actuaries British Government Securities Yield Indices. / Cairns, Andrew John George.

1996. 845-870 Paper presented at Proceedings of the Investment Conference, Langley, .

Research output: Contribution to conferencePaper

TY - CONF

T1 - Modelling bond yield and forward rate curves for the FT-Actuaries British Government Securities Yield Indices

AU - Cairns, Andrew John George

PY - 1996

Y1 - 1996

M3 - Paper

SP - 845

EP - 870

ER -

Cairns AJG. Modelling bond yield and forward rate curves for the FT-Actuaries British Government Securities Yield Indices. 1996. Paper presented at Proceedings of the Investment Conference, Langley, .