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

Research output: Contribution to conference › Paper

Original language	English
Pages	845-870
Number of pages	26
Publication status	Published - 1996
Event	Proceedings of the Investment Conference - Langley Duration: 1 Jan 1996 → …

Conference	Proceedings of the Investment Conference
City	Langley
Period	1/01/96 → …

Cite this

@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",

}