Modelling Nominal and Real UK Gilt Yield Curves Using Exponential Affine Processes
Author(s)
Boxall, Daryl
Type
Dissertation
Version
Imperial Users only
Date Issued
2011
Date Awarded
2011
Format Extent
2714523 bytes
Creator
Boxall, Daryl
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Actuarial Finance
