Thesis
Pricing Bermudan Swaptions in the LIBOR Market Model
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Authors
Bibliographic Details
- Publisher:
- University of Oxford;Mathematics
- Publication date:
- 2008-07-01
Item Description
- UUID:
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uuid:84440ee2-0284-4407-b1ed-07c2cf00e79b
- Local pid:
- oai:eprints.maths.ox.ac.uk:714
- Deposit date:
- 2011-05-19
Related Items
Terms of use
- Copyright holder:
- Hippler, S
- Copyright date:
- 2008
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