Pricing Bermudan Swaptions in the LIBOR Market Model

Hippler, Steffan (2008) Pricing Bermudan Swaptions in the LIBOR Market Model. Masters thesis, University of Oxford.

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Item Type:	Thesis (Masters)
Subjects:	H - N > Mathematics education
Research Groups:	Mathematical and Computational Finance Group
ID Code:	714
Deposited By:	Laura Auger
Deposited On:	09 Jul 2008
Last Modified:	20 Jul 2009 14:23

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