An Asymmetric Drift Extension of the Vasicek Model of Interest Rates
Author(s)
Guembe-Iglesias, Cristina
Type
Dissertation
Version
Imperial Users only
Date Issued
2010
Date Awarded
2010
Format Extent
1116181 bytes
Creator
Guembe-Iglesias, Cristina
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering