Calibration of interest rate derivative pricing models

Project Member(s): El-Hassan, N.

Funding or Partner Organisation: Australian Research Council (ARC Small Grant)

Start year: 1999

FOR Codes: MACROECONOMIC ISSUES

Acknowledgement of Country

UTS acknowledges the Gadigal people of the Eora Nation, the Boorooberongal people of the Dharug Nation, the Bidiagal people and the Gamaygal people, upon whose ancestral lands our university stands. We would also like to pay respect to the Elders both past and present, acknowledging them as the traditional custodians of knowledge for these lands.