Risk management with the LIBOR market model

Master's

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Bibliographic Details
Main Author:	SUN YANG
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	CEV LIBOR market model, Value-at-Risk, stress testing, interest rate options
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/14215
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Institution:	National University of Singapore
Language:	English

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