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The Valuation of European ATM Swaptions Within the Framework of the Lognormal Forward - LIBOR Model with an Implementation of C++
Author(s)
Paroutis, Michalis
Type
Dissertation
Version
Imperial Users only
Date Issued
2007
Date Awarded
2007
URI
Format Extent
615804 bytes
Creator
Paroutis, Michalis
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance