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Yield curve modelling via two parameter process

Thesis (M.S.) -- Middle East Technical University, 2005. / Keywords: Interest Rate Models, Multiparameter Processes, Random Fields, Term Structure, Yield Curve.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/59267052
Date January 2005
CreatorsPekerten, Uygar. Supervisor : Körezliğlu, Hayri.
PublisherAnkara : METU ;
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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