An analysis of the term structure of interest rates and bond options in the South African capital market

Description

Please read the abstract/summary in the section 00back of this document. / Thesis (PhD (Applied Mathematics))--University of Pretoria, 2006. / Mathematics and Applied Mathematics / unrestricted

Links & Downloads

1. http://hdl.handle.net/2263/27546
2. Smit, L 2000, An analysis of the term structure of interest rates and bond options in the South African capital market, PhD thesis, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27546 >
3. http://upetd.up.ac.za/thesis/available/etd-08262005-095537/

Tags

Probabilities

Stochastic processes

UCTD

Additional Fields

Identifer	oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:up/oai:repository.up.ac.za:2263/27546
Date	26 August 2005
Creators	Smit, Linda
Contributors	Prof F D van Niekerk, [e-mail]
Source Sets	South African National ETD Portal
Detected Language	English
Type	Thesis
Rights	© 2000, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria.