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 |  Fall 1995 |
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Exploring alternative 1-month volatility forecasting techniques
by
Jacques Longerstaey, John Matero, Peter Zangari
more information... |
How accurate are the risk estimates in portfolios which contain Treasury bills proxied by LIBOR data?
by
Jacques Longerstaey, John Matero, Peter Zangari
more information... |
A solution to the standard cash flow mapping algorithm which sometimes leads to imaginary roots.
by
Jacques Longerstaey, John Matero, Peter Zangari
more information... |
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 588 KB
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