The term structure of interest rates : stochastic processes and contingent claims.

File(s)

Simon_Howard_Babbs-1990-PhD-Thesis.pdf (14.68 MB)

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Author(s)

Babbs, Simon Howard

Type

Thesis or dissertation

Version

Imperial Users only

Date Issued

1990-01

URI

http://hdl.handle.net/10044/1/8728

Creator

Babbs, Simon Howard

Publisher Institution

Imperial College London (University of London)

Qualification Level

Doctoral

Qualification Name

Doctor of Philosophy (PhD)

Author Permission

Not Granted