The LIBOR market model in the South African setting

Engelbrecht, Stephanus Francois

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Department of Mathematics and Applied Mathematics

The LIBOR market model in the South African setting

dc:creator Engelbrecht, Stephanus Francois

dc:date.issued2009

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Grantor dc:publisher.institution: Department of Mathematics and Applied Mathematics
Year dc:date.issued: 2009

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Author dc:creator: Engelbrecht, Stephanus Francois
Advisor dc:contributor.advisor: Bosman, Petrus

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Language dc:language.iso: eng

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Handle dc:identifier.uri: http://hdl.handle.net/11427/6075
OAI identifier oai:identifier: oai:open.uct.ac.za:11427/6075

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Harvested from: University of Cape Town
Base URL: open.uct.ac.za/oai/request
Last updated: 2026-07-22
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Engelbrecht, Stephanus Francois. The LIBOR market model in the South African setting. Department of Mathematics and Applied Mathematics, 2009. http://hdl.handle.net/11427/6075

The LIBOR market model in the South African setting

Abstract

Degree

Author and committee

Rights

Identifiers

Chain of custody

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