Global valuation approach, an application to interest rates
Bruno, Giovanni (A.A. 2011/2012) Global valuation approach, an application to interest rates. Tesi di Laurea in Metodi matematici per economia e finanza, LUISS Guido Carli, relatore Fausto Gozzi, pp. 105. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
The fundamental theorem of finance. Local valuation. Short rate models. Global valuation. A case study.
References
Bibliografia: pp. 103-105.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Metodi matematici per economia e finanza |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Barone, Emilio |
| Academic Year: | 2011/2012 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 11 Jan 2013 18:19 |
| Last Modified: | 19 May 2015 23:19 |
| URI: | https://tesi.luiss.it/id/eprint/8886 |
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