Not logged in.

Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title Study and calibration of a LIBOR forward swap model with stochastic volatility
Organization Unit
Authors
  • Giorgio Mori
Supervisors
  • Erich Walter Farkas
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Date 2013
PDF File Download
Export BibTeX