Modelling the US Swap Spread

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

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

Original language	English
Title of host publication	Decision Sciences Institute, Annual Meeting
Place of Publication	Atlanta, Georgia
Publisher	The Decision Science Institute
Pages	1-6
Number of pages	6
ISBN (Print)	0966711807
Publication status	Published - 2008
Event	Annual Meeting of the Decision Sciences Institute - Baltimore, Maryland, USA Duration: 22 Nov 2008 → 25 Nov 2008

Conference	Annual Meeting of the Decision Sciences Institute
City	Baltimore, Maryland, USA
Period	22/11/08 → 25/11/08

Cite this

@inproceedings{f51898de302345f98c80a0cadfa7b178,

title = "Modelling the US Swap Spread",

author = "Hon-Lun Chung and Wai-Sum Chan and Jonathan Batten",

year = "2008",

language = "English",

isbn = "0966711807",

pages = "1--6",

booktitle = "Decision Sciences Institute, Annual Meeting",

publisher = "The Decision Science Institute",

note = "Annual Meeting of the Decision Sciences Institute ; Conference date: 22-11-2008 Through 25-11-2008",

}

TY - GEN

T1 - Modelling the US Swap Spread

AU - Chung, Hon-Lun

AU - Chan, Wai-Sum

AU - Batten, Jonathan

PY - 2008

Y1 - 2008

M3 - Conference proceeding contribution

SN - 0966711807

SP - 1

EP - 6

BT - Decision Sciences Institute, Annual Meeting

PB - The Decision Science Institute

CY - Atlanta, Georgia

T2 - Annual Meeting of the Decision Sciences Institute

Y2 - 22 November 2008 through 25 November 2008

ER -