Interest rates structure dynamics: a non-parametric approach

Eric De Bodt, Philippe Grégoire, M. Cottrell

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationProceedings of Computational Finance
Publication statusPublished - 1998

Cite this

De Bodt, E., Grégoire, P., & Cottrell, M. (1998). Interest rates structure dynamics: a non-parametric approach. In Proceedings of Computational Finance
De Bodt, Eric ; Grégoire, Philippe ; Cottrell, M. / Interest rates structure dynamics : a non-parametric approach. Proceedings of Computational Finance. 1998.
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title = "Interest rates structure dynamics: a non-parametric approach",
author = "{De Bodt}, Eric and Philippe Gr{\'e}goire and M. Cottrell",
year = "1998",
language = "English",
booktitle = "Proceedings of Computational Finance",

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De Bodt, E, Grégoire, P & Cottrell, M 1998, Interest rates structure dynamics: a non-parametric approach. in Proceedings of Computational Finance.

Interest rates structure dynamics : a non-parametric approach. / De Bodt, Eric; Grégoire, Philippe; Cottrell, M.

Proceedings of Computational Finance. 1998.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

TY - CHAP

T1 - Interest rates structure dynamics

T2 - a non-parametric approach

AU - De Bodt, Eric

AU - Grégoire, Philippe

AU - Cottrell, M.

PY - 1998

Y1 - 1998

M3 - Chapter

BT - Proceedings of Computational Finance

ER -

De Bodt E, Grégoire P, Cottrell M. Interest rates structure dynamics: a non-parametric approach. In Proceedings of Computational Finance. 1998