Reconstruction of volatility functions and its application to pricing exotic options /
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| Main Author: | |
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2001.
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| LEADER | 00716cam a2200205 a 4500 | ||
|---|---|---|---|
| 001 | u511123 | ||
| 003 | SIRSI | ||
| 008 | 030425s2001 si v 00 10 eng m | ||
| 035 | |a ACX-7627 | ||
| 040 | |a UMM | ||
| 090 | |a QA3 |b NUS 2001 Tay | ||
| 100 | 1 | 0 | |a Tay, Lian Yeow |
| 245 | 1 | 0 | |a Reconstruction of volatility functions and its application to pricing exotic options / |c Tay Lian Yeow. |
| 260 | |c 2001. | ||
| 300 | |a vi, 87 leaves : |b ill. ; |c 30 cm. | ||
| 502 | |a Dissertation (M.Sc.) -- National University of Singapore, 2001. | ||
| 504 | |a Bibliography: leaves 86-87. | ||
| 948 | |a 26/04/2003 |b 26/04/2003 | ||
| 596 | |a 1 | ||
| 999 | |a QA3 NUS 2001 TAY |w LC |c 1 |i A511033580 |l B_KOM4 |m P01UTAMA |r Y |s Y |t TESIS |u 13/5/2003 |o .PUBLIC. BKOM 4 : 43943 | ||