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Title :Modelling of interest rates using the Health - Jarro - Morton equations with applications in portfolio theory
Alternative Title :Μοντελοποίηση των επιτοκίων χρησιμοποιώντας τις εξισώσεις Health - Jarro - Morton με εφαρμογές στη θεωρία χαρτοφυλακίου
Creator :Gkermani, Sotiraki
Contributor :Yannacopoulos, Athanasios (Επιβλέπων καθηγητής)
Publisher :Athens University of Economics and Business
Type :Text
Extent :107p.
Language :en
Abstract :Thesis - Athens University of Economics and Business. Postgraduate, Department of Statistics
Subject :Interest rate
Statistics
Bond market
Management
Date Issued :07-2015
Licence :

File: Gkermani_2015.pdf

Type: application/pdf