Postgraduate Thesis: Two essays on interest rate and volatility term structures

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TitleTwo essays on interest rate and volatility term structures
AuthorsLuo, Xingguo.
骆兴国.
Issue Date2010
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
AdvisorsZhang, J
DegreeDoctor of Philosophy
SubjectInterest rates - Mathematical models.
Stock options - Mathematical models.
Dept/ProgramEconomics and Finance
DOIhttp://dx.doi.org/10.5353/th_b4492125
DC Field
Value
dc.contributor.advisorZhang, J
dc.contributor.authorLuo, Xingguo.
dc.contributor.author骆兴国.
dc.date.hkucongregation2010
dc.date.issued2010
dc.description.naturepublished_or_final_version
dc.description.thesisdisciplineEconomics and Finance
dc.description.thesisleveldoctoral
dc.description.thesisnameDoctor of Philosophy
dc.identifier.doihttp://dx.doi.org/10.5353/th_b4492125
dc.identifier.hkulb4492125
dc.languageeng
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)
dc.relation.ispartofHKU Theses Online (HKUTO)
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License
dc.source.urihttp://hub.hku.hk/bib/B44921251
dc.subject.lcshInterest rates - Mathematical models.
dc.subject.lcshStock options - Mathematical models.
dc.titleTwo essays on interest rate and volatility term structures
dc.typePG_Thesis