coursdirige-tauxinterets/rapport.bbl
2013-11-02 15:47:28 -04:00

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\begin{thebibliography}{1}
\bibitem{james2000interest}
J.~James and N.~Webber.
\newblock {\em Interest rate modelling}.
\newblock Wiley series in financial engineering. John Wiley \& Sons, 2000.
\bibitem{lai2008statistical}
T.L. Lai and H.~Xing.
\newblock {\em Statistical models and methods for financial markets}.
\newblock Springer texts in statistics. Springer, 2008.
\bibitem{Newey_West_1987}
W~K Newey and K~D West.
\newblock A simple positive semi-definite heteroskedasticity and
autocorrelation consistent covariance matrix.
\newblock {\em Econometrica}, 1987.
\end{thebibliography}