Browsing Dept. of Computer Science by Author "Becker, Ronald"

Now showing items 1-1 of 1

  • An examination and implementation of the libor market model 

    Jardine, James (University of Cape TownFaculty of ScienceDepartment of Computer Science, 2006)
    The relatively young field of quantitative finance has grown over the past thirty years with the cherry-picking of a wide variety of techniques from the disciplines of finance, mathematics and computer science. The Libor ...