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Implementing Sensitivity Calculations for Long Interest Rate Futures
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
2011 (English)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2011.
Series
Trita-MAT, ISSN 1401-2286 ; 22
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-48284OAI: oai:DiVA.org:kth-48284DiVA, id: diva2:457207
Subject / course
Mathematical Statistics
Educational program
Master of Science in Engineering -Engineering Physics
Uppsok
Physics, Chemistry, Mathematics
Available from: 2012-09-20 Created: 2011-11-17 Last updated: 2022-06-24Bibliographically approved

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fulltext(1173 kB)142 downloads
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File name FULLTEXT01.pdfFile size 1173 kBChecksum SHA-512
2a60b23255872c5184f6cdbd6ce7e9bac6e1e52a0ef2c299e4ac8d17838cd6e25d7cae0bf949f63758635a41074e2bba0be2f299a6077f88cb50aea9bceb777a
Type fulltextMimetype application/pdf

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Mathematics (Dept.)
Probability Theory and Statistics

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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  • de-DE
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