Term structure modelling and the valuation of yield curve derivative securities

Bibliographic Details
Main Author: Apabhai, Mohammed Z.
Published: University of Oxford 1995
Subjects:
330
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308683
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spelling ndltd-bl.uk-oai-ethos.bl.uk-3086832015-03-19T10:48:14ZTerm structure modelling and the valuation of yield curve derivative securitiesApabhai, Mohammed Z.1995330Financial mathematicsUniversity of Oxfordhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308683Electronic Thesis or Dissertation
collection NDLTD
sources NDLTD
topic 330
Financial mathematics
spellingShingle 330
Financial mathematics
Apabhai, Mohammed Z.
Term structure modelling and the valuation of yield curve derivative securities
author Apabhai, Mohammed Z.
author_facet Apabhai, Mohammed Z.
author_sort Apabhai, Mohammed Z.
title Term structure modelling and the valuation of yield curve derivative securities
title_short Term structure modelling and the valuation of yield curve derivative securities
title_full Term structure modelling and the valuation of yield curve derivative securities
title_fullStr Term structure modelling and the valuation of yield curve derivative securities
title_full_unstemmed Term structure modelling and the valuation of yield curve derivative securities
title_sort term structure modelling and the valuation of yield curve derivative securities
publisher University of Oxford
publishDate 1995
url http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308683
work_keys_str_mv AT apabhaimohammedz termstructuremodellingandthevaluationofyieldcurvederivativesecurities
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