by Andrew Jeffrey
Each working paper below is in ".PDF" format. If you you do not have an Adobe Acrobat Reader to read these files then you can obtain one by double clicking the "Get Acrobat Reader" icon.
"A
Representation for a Class of Path-Dependent
Term Structure
Models" (June, 1999) 
"An
Empirical Examination of a Path-Dependent Term Structure
Model"
(October, 1998)
"Structural
Changes in Australian Bank Risk"
with Steven
A. Dennis ( January1999)
"Asymptotic
Maturity Behavior of Single Factor Heath-Jarrow-
Morton Term
Structure Models: A Note" (September 1997)
© 1999 by Andrew Jeffrey.
Design by Andrew Jeffrey.