The term structure of interest rates in a continuous Markov setting
| dc.contributor.author | Wilson, Craig Armstrong | |
| dc.date.accessioned | 2025-05-29T14:48:17Z | |
| dc.date.available | 2025-05-29T14:48:17Z | |
| dc.date.issued | 2004-06 | |
| dc.identifier.doi | https://doi.org/10.7939/r3-06yt-t528 | |
| dc.language.iso | en | |
| dc.rights | This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for the purpose of private, scholarly or scientific research. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law. | |
| dc.subject | Interest rates. Mathematical models. | |
| dc.subject | Markov processes. | |
| dc.title | The term structure of interest rates in a continuous Markov setting | |
| dc.type | http://purl.org/coar/resource_type/c_46ec | |
| thesis.degree.grantor | http://id.loc.gov/authorities/names/n79058482 | |
| thesis.degree.level | Doctoral | |
| thesis.degree.name | Doctor of Philosophy in finance | |
| ual.date.graduation | Spring 2004 | |
| ual.department | Faculty of Business | |
| ual.jupiterAccess | http://terms.library.ualberta.ca/public |
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