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A Practitioner's Guide to Discrete-Time Yield Curve Modelling
- With Empirical Illustrations and MATLAB Examples
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- Published online:
- 03 December 2020
- Print publication:
- 07 January 2021
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- Element
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Modelling Extreme Market Events. A Report of the Benchmarking Stochastic Models Working Party
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- Journal:
- British Actuarial Journal / Volume 15 / Issue 1 / March 2009
- Published online by Cambridge University Press:
- 10 June 2011, pp. 99-201
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- Article
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