The Mathematical Institute, University of Oxford, Eprints Archive

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:29 May 2015 18:27

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