PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL

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Bibliographic Details
Main Author:	YU XIAOPING
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203724
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203724
record_format	dspace
spelling	sg-nus-scholar.10635-2037242021-10-18T03:24:15Z PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL YU XIAOPING MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-18T01:32:45Z 2021-10-18T01:32:45Z 2007 YU XIAOPING (2007). PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203724
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS YU XIAOPING
author	YU XIAOPING
spellingShingle	YU XIAOPING PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL
author_sort	YU XIAOPING
title	PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL
title_short	PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL
title_full	PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL
title_fullStr	PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL
title_full_unstemmed	PRICING OF BERMUDAN SWAPTIONS IN THE MULTIFACTOR LIBOR MARKET MODEL
title_sort	pricing of bermudan swaptions in the multifactor libor market model
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203724
_version_	1715201321596878848

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