K. Ben Nowman

City University London

Frobisher Crescent

Barbican Centre Centre for Math Trading & Finance

London EC2Y 8HB

United Kingdom

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Estimates of the Continuous Time Cox-Ingersoll-Ross Term Structure Model: Further Results for the UK Gilt-Edged Market

Applied Economics Letters, Vol. 8, No. 2, 2001
Posted: 24 Aug 2018
Purnendu Nath and K. Ben Nowman
London Business School and City University London

Abstract:

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Cox-Ingersoll-Ross, term structure, interest rates, Kalman filter, UK, gilt market, multi-factor, term structure

2.

The Volatility of Greek Interbank Rates: A Continuous Time Analysis

European Research Studies Journal, Vol. 1, pp. 5-14, 1998
Posted: 30 Mar 2005
K. Ben Nowman and Sotiris K. Staikouras
City University London and City University - Cass Business School

Abstract:

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Short-term interest rates, Continuous time analysis

3.

Kalman Filtering of Generalized Vasicek Term Structure Models

Journal of Financial and Quantitative Analysis, March 1999
Posted: 30 Dec 1998
K. Ben Nowman and Simon H. Babbs
City University London and The Options Clearing Corporation

Abstract:

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