An analysis of the term structure of interest rates and bond options in the South African capital market

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02chapter2.pdf (2.97 MB)

03chapter3.pdf (2.14 MB)

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Date

Publisher

University of Pretoria

Abstract

Please read the abstract/summary in the section 00back of this document.

Description

Thesis (PhD (Applied Mathematics))--University of Pretoria, 2006.

Keywords

Probabilities, Stochastic processes, UCTD

Citation

Smit, L 2000, An analysis of the term structure of interest rates and bond options in the South African capital market, PhD thesis, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27546 >

URI

http://hdl.handle.net/2263/27546

Collections

Theses and Dissertations (University of Pretoria)
Theses and Dissertations (Mathematics and Applied Mathematics)