European Bond Option Pricing using Infinitely Divisible AsyGARCH-X MODEL
Author(s)
Rana, Verinder
Type
Dissertation
Version
Imperial Users only
Date Issued
2011
Date Awarded
2011
Format Extent
1751076 bytes
Creator
Rana, Verinder
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering
