Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.310827
Title: Three models of the term structure of interest rates
Author: Rhee, Joonhee
Awarding Body: University of Warwick
Current Institution: University of Warwick
Date of Award: 1998
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Abstract:
In this dissertation, we consider the stochastic volatility of short rates, the jump property of short rates, and market expectation of changes in interest rates as the crucial factors in explaining the term structure of interest rates. In each chapter, we model the term structure of interest rates in accordance with these factors.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.310827  DOI: Not available
Keywords: HB Economic Theory Economics Finance Taxation
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