The LIBOR market model in the South African setting

Master Thesis

2009

Permanent link to this Item
http://hdl.handle.net/11427/6075
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thesis_sci_2009_engelbrecht_s.pdf (4.26 MB)
Authors
Engelbrecht, Stephanus Francois
Supervisors
Bosman, Petrus
Journal Title
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Publisher
Publisher

University of Cape Town

Department
Department of Mathematics and Applied Mathematics
Faculty
Faculty of Science
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Abstract
Description

Includes abstract.


Includes bibliographical references (leaves 91-92).

Keywords
Mathematics of Finance

Reference:

Engelbrecht, S. 2009. The LIBOR market model in the South African setting. University of Cape Town.

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