Charnchai Leuwattanachotinan
Original record- Institution
- Heriot-Watt University
- Year
- 2011
- Country
- United Kingdom
- MGP identifier
- 163458
Dissertation: Model fitting of a two-factor arbitrage-free model for the term structure of interest rates using Markov chain Monte Carlo
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 2
- George StreftarisThe University of Edinburgh · 2000
- Andrew CairnsHeriot-Watt University · 1990
Students 0
No students recorded in this snapshot.