Assessing the Effects of Variability in Interest Rate Derivative Pricing

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Title: Assessing the Effects of Variability in Interest Rate Derivative Pricing
Author: Crotty, Michael Thomas
Advisors: Denis Pelletier, Committee Member
Sujit Ghosh, Committee Member
David Dickey, Committee Member
Peter Bloomfield, Committee Chair
Abstract:
Date: 2007-11-22
Degree: PhD
Discipline: Statistics
URI: http://www.lib.ncsu.edu/resolver/1840.16/3886


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