Mean reversion and stochastic volatility in interest rates
Subtitle: implications for the practice of matching yield-curve
By: by Shivashish Chatterjee
Published: 1995
Language: eng
Number of pages: 46
Subjects: Interest rates; Stochastic analysis
Notes: Thesis (A.B., Honors in Applied Mathematics)--Harvard University, 1995.

Division of Engineering and Applied Sciences.

Includes bibliographical references.