Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.366802
Title: Valuation of Eurodollar futures contracts under alternative term structure models : theory and evidence.
Author: Tsai, Angela C. F.
Awarding Body: University of Strathclyde
Current Institution: University of Strathclyde
Date of Award: 1999
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Abstract:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.366802  DOI: Not available
Keywords: Interest rate futures; Pricing models Economics Finance Taxation
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