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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
Trita-MAT, ISSN 1401-2286 ; 22
National Category
Probability Theory and Statistics
URN: urn:nbn:se:kth:diva-48284OAI: diva2:457207
Subject / course
Mathematical Statistics
Educational program
Master of Science in Engineering -Engineering Physics
Physics, Chemistry, Mathematics
Available from: 2012-09-20 Created: 2011-11-17 Last updated: 2012-09-20Bibliographically approved

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fulltext(1173 kB)76 downloads
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Type fulltextMimetype application/pdf

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