The LIBOR market model in the South African setting

Includes abstract. === Includes bibliographical references (leaves 91-92).

Bibliographic Details
Main Author: Engelbrecht, Stephanus Francois
Other Authors: Bosman, Petrus
Format: Dissertation
Language:English
Published: University of Cape Town 2014
Subjects:
Online Access:http://hdl.handle.net/11427/6075