A Two-Factor Gaussian Affine Model in Estimation of German Term Structure of Interest Rates
Author(s)
Miao, Rong Hui
Type
Dissertation
Version
Imperial Users only
Date Issued
2006
Date Awarded
2006
Format Extent
328219 bytes
Creator
Miao, Rong Hui
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance