[PhD Thesis] Model Fitting of a Two-Factor Arbitrage-Free Model for the Term Structure of Interest Rates using Markov Chain Monte Carlo

C (Charnchai) Leuwattanachotinan

Research output: Types of ThesisDoctoral ThesisInternal

Original languageEnglish
Awarding Institution
  • Heriot-Watt University
Supervisors/Advisors
  • Cairns, Supervisor
Publication statusPublished - 2011

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