The Affect of Skew on Bermudan Swaption Pricing An Empirical Study

Author(s)

Left, Peter

Type

Thesis or dissertation

Version

Imperial Users only

Date Issued

2009-09

Date Awarded

2009-11

URI

http://hdl.handle.net/10044/1/4800

Format Extent

249494 bytes

Creator

Left, Peter

Publisher Department

Imperial College Business School

Publisher Institution

Imperial College London

Qualification Level

Masters

Qualification Name

MSc

Course Name

MSc Risk Management & Financial Engineering