Incorporating stochastic volatility into the Heath, Jarrow, and Morton term structure model

著者

• Warachka, Mitchell Craig

書誌事項

Incorporating stochastic volatility into the Heath, Jarrow, and Morton term structure model

by Mitchell Craig Warachka

UMI Dissertation Services, 2000

注記

Reprint. Description based on: 2001 xerographic processing copy

Thesis (Ph.D.)--Cornell University, 2000

Bibliography: p. 139-144

"Biographical sketch": p. iii

UMI number: 9977432

詳細情報

• NII書誌ID(NCID): BA53272148
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Ann Arbor, Mich.
• ページ数/冊数: ix, 144 p.
• 大きさ: 22 cm
• 分類:
  • NDC9 : 338.1