Pricing Methods in a LIBOR Market Model with Stochastic Volatility

Title

Pricing Methods in a LIBOR Market Model with Stochastic Volatility

Author

Manzana, N.

Contributor

Van der Weide, H. (mentor)

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

DIAM

Date

2012-08-28

Subject

LIBOR market model
stochastic volatility

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http://resolver.tudelft.nl/uuid:59d84718-b299-48f7-bdef-62c57377dfcf

Part of collection

Student theses

Document type

master thesis

Rights

(c) 2012 Manzana, N.