Assessing the Effects of Variability in Interest Rate Derivative Pricing

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dc.contributor.advisorDenis Pelletier, Committee Memberen_US
dc.contributor.advisorSujit Ghosh, Committee Memberen_US
dc.contributor.advisorDavid Dickey, Committee Memberen_US
dc.contributor.advisorPeter Bloomfield, Committee Chairen_US
dc.contributor.authorCrotty, Michael Thomasen_US
dc.date.accessioned2010-04-02T18:39:32Z
dc.date.available2010-04-02T18:39:32Z
dc.date.issued2007-11-22en_US
dc.degree.disciplineStatisticsen_US
dc.degree.leveldissertationen_US
dc.degree.namePhDen_US
dc.description.abstracten_US
dc.identifier.otheretd-08302006-133536en_US
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.16/3886
dc.rightsI hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dissertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. I hereby grant to NC State University or its agents the non-exclusive license to archive and make accessible, under the conditions specified below, my thesis, dissertation, or project report in whole or in part in all forms of media, now or hereafter known. I retain all other ownership rights to the copyright of the thesis, dissertation or project report. I also retain the right to use in future works (such as articles or books) all or part of this thesis, dissertation, or project report.en_US
dc.subjectbootstrapen_US
dc.subjectterm structureen_US
dc.subjectsplineen_US
dc.subjectderivativesen_US
dc.subjectinterest-ratesen_US
dc.titleAssessing the Effects of Variability in Interest Rate Derivative Pricingen_US

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