Risk management with the LIBOR market model

Risk management with the LIBOR market model

Master's

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書目詳細資料
主要作者:	SUN YANG
其他作者:	MATHEMATICS
格式:	Theses and Dissertations
語言:	English
出版:	2010
主題:	CEV LIBOR market model, Value-at-Risk, stress testing, interest rate options
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/14215
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore
語言:	English

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