Risk management with the LIBOR market model
Master's
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| Format: | Theses and Dissertations |
| Language: | English |
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2010
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/14215 |
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sg-nus-scholar.10635-142152015-01-06T16:27:29Z Risk management with the LIBOR market model SUN YANG MATHEMATICS NG KAH HWA CEV LIBOR market model, Value-at-Risk, stress testing, interest rate options Master's MASTER OF SCIENCE 2010-04-08T10:40:57Z 2010-04-08T10:40:57Z 2004-09-01 Thesis SUN YANG (2004-09-01). Risk management with the LIBOR market model. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/14215 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
CEV LIBOR market model, Value-at-Risk, stress testing, interest rate options |
| spellingShingle |
CEV LIBOR market model, Value-at-Risk, stress testing, interest rate options SUN YANG Risk management with the LIBOR market model |
| description |
Master's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS SUN YANG |
| format |
Theses and Dissertations |
| author |
SUN YANG |
| author_sort |
SUN YANG |
| title |
Risk management with the LIBOR market model |
| title_short |
Risk management with the LIBOR market model |
| title_full |
Risk management with the LIBOR market model |
| title_fullStr |
Risk management with the LIBOR market model |
| title_full_unstemmed |
Risk management with the LIBOR market model |
| title_sort |
risk management with the libor market model |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/14215 |
| _version_ |
1681078989371736064 |