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Long term extrapolation and hedging of the South African yield curve

Thesis (M.Sc.)(Mathematics and Applied Mathematics)) -- University of Pretoria, 2008.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/367581966
Date January 2009
CreatorsThomas, Michael Patrick.
PublisherPretoria : [s.n.],
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceAccess to E-Thesis.

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