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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 FieldValue
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
 
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