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The LIBOR market model in the South African setting
Includes abstract.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Mathematics and Applied Mathematics
2014
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| _version_ | 1867613341522853888 |
|---|---|
| access_status_str | Open Access |
| author | Engelbrecht, Stephanus Francois |
| author2 | Bosman, Petrus |
| author_browse | Bosman, Petrus Engelbrecht, Stephanus Francois |
| author_facet | Bosman, Petrus Engelbrecht, Stephanus Francois |
| author_sort | Engelbrecht, Stephanus Francois |
| collection | Thesis |
| description | Includes abstract. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/6075 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:34:36.552Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Mathematics and Applied Mathematics |
| publisherStr | Department of Mathematics and Applied Mathematics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/6075 The LIBOR market model in the South African setting Engelbrecht, Stephanus Francois Bosman, Petrus Mathematics of Finance Includes abstract. Includes bibliographical references (leaves 91-92). 2014-08-13T13:22:33Z 2014-08-13T13:22:33Z 2009 Master Thesis Masters MSc http://hdl.handle.net/11427/6075 eng application/pdf Department of Mathematics and Applied Mathematics Faculty of Science University of Cape Town |
| spellingShingle | Mathematics of Finance Engelbrecht, Stephanus Francois The LIBOR market model in the South African setting |
| thesis_degree_str | Master's |
| title | The LIBOR market model in the South African setting |
| title_full | The LIBOR market model in the South African setting |
| title_fullStr | The LIBOR market model in the South African setting |
| title_full_unstemmed | The LIBOR market model in the South African setting |
| title_short | The LIBOR market model in the South African setting |
| title_sort | libor market model in the south african setting |
| topic | Mathematics of Finance |
| url | http://hdl.handle.net/11427/6075 |
| work_keys_str_mv | AT engelbrechtstephanusfrancois thelibormarketmodelinthesouthafricansetting AT engelbrechtstephanusfrancois libormarketmodelinthesouthafricansetting |