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Bond pricing with a surface of zero coupon yields

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  • Vijay A. Murik
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  • Vijay A. Murik, 2013. "Bond pricing with a surface of zero coupon yields," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(2), pages 497-512, June.
    • Handle: RePEc:bla:acctfi:v:53:y:2013:i:2:p:497-512
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    File URL: http://hdl.handle.net/10.1111/j.1467-629X.2012.00479.x
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    References listed on IDEAS

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    Cited by:

    1. Benson, Karen & Faff, Robert & Smith, Tom, 2015. "Injecting liquidity into liquidity research," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 533-540.

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