{"_id":{"_str":"5226ff63aa2f288d1f002295"},"__v":0,"authorIDs":[],"author_short":["Cairns","JG, A."],"bibbaseid":"cairns-jg-modellingbondyieldandforwardratecurvesforthefinancialtimesactuariesbritishgovernmentsecuritiesyieldindices","bibdata":{"html":"<div class=\"bibbase_paper\">\n\n\n<span class=\"bibbase_paper_titleauthoryear\">\n\t<span class=\"bibbase_paper_title\"><a name=\"cairns_modelling_????\"> </a>Modelling Bond Yield and Forward-Rate Curves for the Financial Times Actuaries British Government Securities Yield Indices.</span>\n\t<span class=\"bibbase_paper_author\">\nCairns; and JG, A.</span>\n\t<!-- <span class=\"bibbase_paper_year\">undefined</span>. -->\n</span>\n\n\n\n\n\n.\n\n .\n\n\n\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content\">\n \n \n <!-- <i -->\n <!-- onclick=\"javascript:log_download('cairns-jg-modellingbondyieldandforwardratecurvesforthefinancialtimesactuariesbritishgovernmentsecuritiesyieldindices', 'http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.44.1362&rep=rep1&type=pdf')\">DEBUG -->\n <!-- </i> -->\n\n <a href=\"http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.44.1362&rep=rep1&type=pdf\"\n onclick=\"javascript:log_download('cairns-jg-modellingbondyieldandforwardratecurvesforthefinancialtimesactuariesbritishgovernmentsecuritiesyieldindices', 'http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.44.1362&rep=rep1&type=pdf')\">\n <img src=\"http://bibbase.org/img/filetypes/blank.png\"\n\t alt=\"Modelling Bond Yield and Forward-Rate Curves for the Financial Times Actuaries British Government Securities Yield Indices [.1362&rep=rep1&type=pdf]\" \n\t class=\"bibbase_icon\"\n\t style=\"width: 24px; height: 24px; border: 0px; vertical-align: text-top\" ><span class=\"bibbase_icon_text\">Paper</span></a> \n \n \n <a href=\"javascript:showBib('cairns_modelling_????')\">\n <img src=\"http://bibbase.org/img/filetypes/bib.png\" \n\t alt=\"Modelling Bond Yield and Forward-Rate Curves for the Financial Times Actuaries British Government Securities Yield Indices [bib]\" \n\t class=\"bibbase_icon\"\n\t style=\"width: 24px; height: 24px; border: 0px; vertical-align: text-top\"><span class=\"bibbase_icon_text\">Bibtex</span></a>\n \n \n\n \n \n \n \n \n\n \n \n</span>\n\n<!-- -->\n\n</div>\n","downloads":0,"author":["Cairns","JG, Andrew"],"author_short":["Cairns","JG, A."],"bibtex":"@article{ cairns_modelling_????,\n title = {Modelling Bond Yield and Forward-Rate Curves for the Financial Times Actuaries British Government Securities Yield Indices},\n url = {http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.44.1362&rep=rep1&type=pdf},\n urldate = {2013-08-09},\n author = {Cairns, Andrew {JG}}\n}","bibtype":"article","id":"cairns_modelling_????","key":"cairns_modelling_????","title":"Modelling Bond Yield and Forward-Rate Curves for the Financial Times Actuaries British Government Securities Yield Indices","type":"article","url":"http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.44.1362&rep=rep1&type=pdf","urldate":"2013-08-09","role":"author","urls":{"Paper":"http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.44.1362&rep=rep1&type=pdf"},"bibbaseid":"cairns-jg-modellingbondyieldandforwardratecurvesforthefinancialtimesactuariesbritishgovernmentsecuritiesyieldindices"},"bibtype":"article","biburl":"http://bibbase.org/zotero/hjuergens","downloads":0,"title":"Modelling Bond Yield and Forward-Rate Curves for the Financial Times Actuaries British Government Securities Yield Indices","title_words":["modelling","bond","yield","forward","rate","curves","financial","times","actuaries","british","government","securities","indices"],"year":null,"dataSources":["YMiRoN2WMXuj9rpEa"]}