Mathematics Genealogy

Static mirror of the Mathematics Genealogy Project

Charity Wamwea

Original record
Institution
Pan African University Institute for Basic Sciences, Technology and Innovation
Year
2019
Country
Kenya
MGP identifier
269277

Dissertation: Valuation of quanto caplets in a multi-curve cross-currency LIBOR market model

Mathematics Subject Classification: 60—Probability theory and stochastic processes

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Students 0

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Genealogy