| 000 | 00711nam a22002417a 4500 | ||
|---|---|---|---|
| 001 | ched60390610 | ||
| 005 | 20240425162834.0 | ||
| 008 | 121008t xxu||||| |||| 00| 0 eng d | ||
| 050 | _aCD-01563t | ||
| 099 |
_c4337 _d4337 |
||
| 100 | _aTeng, Timothy Robin Y. | ||
| 245 |
_aOn the hedging of interest rate derivatives _cTimothy Robin Y. Teng |
||
| 260 |
_aQuezon City _bAteneo de Manila University - Loyola Schools _c2012 |
||
| 300 | _av, 174p. | ||
| 502 |
_aDoctor of Philosophy _bMathematics |
||
| 630 | _aINTEREST RATE DERIVATIVES | ||
| 630 | _aHEDGING STRATEGY | ||
| 630 | _aCHANGE OF MEASURE | ||
| 630 | _aCLARCK-OCONE FORMULA | ||
| 630 | _aDELTA HEDGING | ||
| 942 | _cTD | ||
| 999 |
_c3880 _d3880 |
||