Finite dimensional representability of forward rate and LIBOR models /

Description

Thesis (Ph. D.)--University of New South Wales, 2000. / Also available online.

Links & Downloads

1. http://www.library.unsw.edu.au/~thesis/adt-NUN/public/adt-NUN20010209.153441/index.html

Tags

Derivative securities

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/223113547
Date	January 2000
Creators	Corr, Anthony.
Source Sets	OCLC
Language	English
Detected Language	English