This decommissioned ERA site remains active temporarily to support our final migration steps to https://ualberta.scholaris.ca, ERA's new home. All new collections and items, including Spring 2025 theses, are at that site. For assistance, please contact erahelp@ualberta.ca.
Communities and Collections
Usage
- 66 views
- 153 downloads
Market models of interest rate dynamics with a joint short rate/HJM approach
-
- Author / Creator
- Mamon, Rogemar S
-
- Subjects / Keywords
-
- Graduation date
- 2000
-
- Type of Item
- Thesis
-
- Degree
- Doctor of Philosophy in Mathematical Finance
-
- 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.