The term structure of interest rates in a continuous Markov setting

• Author / Creator

  Wilson, Craig Armstrong

• Subjects / Keywords

  • Interest rates. Mathematical models.
  • Markov processes.

• Graduation date

  Spring 2004

• Type of Item

  Thesis

• Degree

  Doctor of Philosophy in finance

• DOI

  https://doi.org/10.7939/r3-06yt-t528

• License

  This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for the purpose of private, scholarly or scientific research. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.