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PAVAN MATTIA, ASYMPTOTIC EXPANSIONS FOR THE INSTANTANEOUS FORWARD RATES IN THE HJM FRAMEWORK,
Rel. BONACCORSI STEFANO,
AA 2020/2021
Author:
PAVAN MATTIA
Title: ASYMPTOTIC EXPANSIONS FOR THE INSTANTANEOUS FORWARD RATES IN THE HJM FRAMEWORK Relatore: BONACCORSI STEFANO Correlatore: ZANELLA MARGHERITA Academic year: 2020/2021 Course: Corso di Laurea Magistrale - MATEMATICA [0519H] Struttura didattica: Dipartimento di Matematica Formato: digitale Shelfmark: 0519H-524 |