Use this URL to cite or link to this record in EThOS:
Title: Valuation of Eurodollar futures contracts under alternative term structure models : theory and evidence.
Author: Tsai, Angela C. F.
ISNI:       0000 0001 3536 9009
Awarding Body: University of Strathclyde
Current Institution: University of Strathclyde
Date of Award: 1999
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Interest rate futures; Pricing models