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 → …

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