Numerical lattice methods for implementing interest rate and credit risk models

Bibliographic Details
Main Author:	Yueh, Meng-Lan
Published:	University of Warwick 2002
Subjects:	332 Vanilla products
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.252479

id	ndltd-bl.uk-oai-ethos.bl.uk-252479
record_format	oai_dc
spelling	ndltd-bl.uk-oai-ethos.bl.uk-2524792015-03-19T06:51:19ZNumerical lattice methods for implementing interest rate and credit risk modelsYueh, Meng-Lan2002332Vanilla productsUniversity of Warwickhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.252479Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	332 Vanilla products
spellingShingle	332 Vanilla products Yueh, Meng-Lan Numerical lattice methods for implementing interest rate and credit risk models
author	Yueh, Meng-Lan
author_facet	Yueh, Meng-Lan
author_sort	Yueh, Meng-Lan
title	Numerical lattice methods for implementing interest rate and credit risk models
title_short	Numerical lattice methods for implementing interest rate and credit risk models
title_full	Numerical lattice methods for implementing interest rate and credit risk models
title_fullStr	Numerical lattice methods for implementing interest rate and credit risk models
title_full_unstemmed	Numerical lattice methods for implementing interest rate and credit risk models
title_sort	numerical lattice methods for implementing interest rate and credit risk models
publisher	University of Warwick
publishDate	2002
url	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.252479
work_keys_str_mv	AT yuehmenglan numericallatticemethodsforimplementinginterestrateandcreditriskmodels
_version_	1716751817734356992

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