The author would like to acknowledge helpful comments from Tom Smith, the Editor, an anonymous Referee, and seminar participants at the Australian National University, the Reserve Bank of Australia and the Australian Office of Financial Management.
Bond pricing with a surface of zero coupon yields
Article first published online: 16 APR 2012
© 2012 The Author. Accounting and Finance © 2012 AFAANZ
Accounting & Finance
Volume 53, Issue 2, pages 497–512, June 2013
How to Cite
Murik, V. A. (2013), Bond pricing with a surface of zero coupon yields. Accounting & Finance, 53: 497–512. doi: 10.1111/j.1467-629X.2012.00479.x
- Issue published online: 3 MAY 2013
- Article first published online: 16 APR 2012
- Received 13 November 2011; accepted 1 March 2012 by Robert Faff (Editor).
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