Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.325338
Title: On the choice and implementation of models for the pricing and hedging of interest rate contingent claims.
Author: Whitehead, Peter Malcolm Scot.
Awarding Body: Imperial College London (University of London)
Current Institution: Imperial College London
Date of Award: 1999
Availability of Full Text:
Full text unavailable from EThOS. Please contact the current institution's library directly if you wish to view the thesis.
Abstract:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.325338  DOI: Not available
Keywords: Stochastic evolution; Rates; Trading; Markets Finance Taxation Economics
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