Pricing of interest rate derivatives and calibration issues in a multi-factor LIBOR market model framework
| Thesis title in Czech: | Oceňování úrokových derivátů a otázky kalibrace v rámci multifakt. LM modelu |
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| Thesis title in English: | Pricing of interest rate derivatives and calibration issues in a multi-factor LIBOR market model framework |
| English key words: | Oceňování úrokových derivátů a otázky kalibrace v rámci multifakt. LM modelu |
| Academic year of topic announcement: | 2006/2007 |
| Thesis type: | rigorosum thesis |
| Thesis language: | angličtina |
| Department: | Institute of Economic Studies (23-IES) |
| Supervisor: | prof. Ing. Oldřich Dědek, CSc. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 05.03.2007 |
| Date of assignment: | 07.03.2007 |
| Date and time of defence: | 28.03.2007 00:00 |
| Date of electronic submission: | 28.03.2007 |
| Date of proceeded defence: | 28.03.2007 |