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Numerical simulation of the term structure of interest rates using a random field

Author: Stuart McDonald; Rodney Beard
Publisher: Brisbane, Qld. : School of Economics, University of Queensland, [2002]
Series: Discussion paper (University of Queensland. School of Economics), no. 313.
Edition/Format:   Print book : State or province government publication : EnglishView all editions and formats
Database:WorldCat
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Additional Physical Format: Online version:
McDonald, Stuart.
Numerical simulation of the term structure of interest rates using a random field.
Brisbane, Qld. : School of Economics, University of Queensland, [2002]
(OCoLC)606054099
Material Type: Government publication, State or province government publication
Document Type: Book
All Authors / Contributors: Stuart McDonald; Rodney Beard
OCLC Number: 51638183
Notes: "August 2002."
Description: 19 pages : illustrations ; 21 cm.
Series Title: Discussion paper (University of Queensland. School of Economics), no. 313.
Responsibility: Stuart McDonald & Rodney Beard.

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