Use this URL to cite or link to this record in EThOS:
Title: On the choice and implementation of models for the pricing and hedging of interest rate contingent claims.
Author: Whitehead, Peter Malcolm Scot.
ISNI:       0000 0001 3567 234X
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 for further details.
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Stochastic evolution; Rates; Trading; Markets