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postgraduate thesis: Two essays on interest rate and volatility term structures
| Title | Two essays on interest rate and volatility term structures |
|---|---|
| Authors | |
| Advisors | Advisor(s):Zhang, J |
| Issue Date | 2010 |
| Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
| Citation | Luo, X. [骆兴国]. (2010). Two essays on interest rate and volatility term structures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4492125 |
| Degree | Doctor of Philosophy |
| Subject | Interest rates - Mathematical models. Stock options - Mathematical models. |
| Dept/Program | Economics and Finance |
| Persistent Identifier | http://hdl.handle.net/10722/141900 |
| HKU Library Item ID | b4492125 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Zhang, J | - |
| dc.contributor.author | Luo, Xingguo. | - |
| dc.contributor.author | 骆兴国. | - |
| dc.date.issued | 2010 | - |
| dc.identifier.citation | Luo, X. [骆兴国]. (2010). Two essays on interest rate and volatility term structures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4492125 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/141900 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B44921251 | - |
| dc.subject.lcsh | Interest rates - Mathematical models. | - |
| dc.subject.lcsh | Stock options - Mathematical models. | - |
| dc.title | Two essays on interest rate and volatility term structures | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b4492125 | - |
| dc.description.thesisname | Doctor of Philosophy | - |
| dc.description.thesislevel | Doctoral | - |
| dc.description.thesisdiscipline | Economics and Finance | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b4492125 | - |
| dc.date.hkucongregation | 2010 | - |
| dc.identifier.mmsid | 991030678999703414 | - |