Modelling the US Swap Spread

Hon-Lun Chung, Wai-Sum Chan, Jonathan Batten

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionpeer-review

Original languageEnglish
Title of host publicationDecision Sciences Institute, Annual Meeting
Place of PublicationAtlanta, Georgia
PublisherThe Decision Science Institute
Number of pages6
ISBN (Print)0966711807
Publication statusPublished - 2008
EventAnnual Meeting of the Decision Sciences Institute - Baltimore, Maryland, USA
Duration: 22 Nov 200825 Nov 2008


ConferenceAnnual Meeting of the Decision Sciences Institute
CityBaltimore, Maryland, USA

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