Thesis icon

Thesis

Pricing Bermudan Swaptions in the LIBOR Market Model

Actions


Access Document


Files:

Authors


Publisher:
University of Oxford;Mathematics
Publication date:
2008-07-01
UUID:
uuid:84440ee2-0284-4407-b1ed-07c2cf00e79b
Local pid:
oai:eprints.maths.ox.ac.uk:714
Deposit date:
2011-05-19

Terms of use


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP