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Chapter title |
Using the Hull and White Two Factor Model in Bank Treasury Risk Management
|
---|---|
Chapter number | 13 |
Book title |
Mathematical Finance — Bachelier Congress 2000
|
Published by |
Springer, Berlin, Heidelberg, January 2002
|
DOI | 10.1007/978-3-662-12429-1_13 |
Book ISBNs |
978-3-64-208729-5, 978-3-66-212429-1
|
Authors |
Robert J. Elliott, John van der Hoek, Elliott, Robert J., van der Hoek, John |