Browsing by Subject Gaussian HJM multi-factor models
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 2012 | The determinants of sovereign credit spread changes in the Euro-zone | Oliveira, L.; Curto, J. D.; Nunes, J. P. | Article | Embargoed Access |
| 2010 | Quality and timing option value in US treasury bond futures markets | Antunes, Vera Cristina Vaz | Master Thesis | Open Access |