Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp010k225d23z
Title: | Quantitative Evaluation of Consistent Forward Rate Processes. An Empirical Study |
Authors: | Sharef, Emmanuel |
Advisors: | Filipovic, Damir |
Department: | Operations Research and Financial Engineering |
Class Year: | 2003 |
Extent: | 140 Pages |
Other Identifiers: | 16780 |
URI: | http://arks.princeton.edu/ark:/88435/dsp010k225d23z |
Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
Type of Material: | Princeton University Senior Theses |
Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
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