On Stochastic Volatility in Interest Rate Dynamics

Examensarbete för masterexamen

Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.12380/159531
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Type: Examensarbete för masterexamen
Master Thesis
Title: On Stochastic Volatility in Interest Rate Dynamics
Authors: Polleryd, Daniel
Wongtosrad, Nutvadee
Keywords: Matematisk statistik;Annan matematik;Mathematical statistics;Other Mathematics
Issue Date: 2012
Publisher: Chalmers tekniska högskola / Institutionen för matematiska vetenskaper
Chalmers University of Technology / Department of Mathematical Sciences
URI: https://hdl.handle.net/20.500.12380/159531
Collection:Examensarbeten för masterexamen // Master Theses

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