NO ARBITRAGE TERM STRUCTURE MODEL WITH MACROECONOMIC AND YIELD CURVE VARIABLES
Author(s)
Nawamawat, Phasit
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
Format Extent
367791 bytes
Creator
Nawamawat, Phasit
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance