• Login
    Browsing by Author 
    •   OUR Archive Home
    • Browsing by Author
    •   OUR Archive Home
    • Browsing by Author
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Browsing by Author "Tamagushiku, Cedreece"

    • 0-9
    • A
    • B
    • C
    • D
    • E
    • F
    • G
    • H
    • I
    • J
    • K
    • L
    • M
    • N
    • O
    • P
    • Q
    • R
    • S
    • T
    • U
    • V
    • W
    • X
    • Y
    • Z

    Sort by:

    Order:

    Results:

    Now showing items 1-1 of 1

    • title
    • date published
    • date added
    • ascending
    • descending
    • 5
    • 10
    • 20
    • 40
    • 60
    • 80
    • 100
    • Heath, Jarrow and Morton interest rate modelling using principal component analysis 

      Tamagushiku, Cedreece
      The purpose of this paper is to investigate the performance of three different models in the pricing of call options on ninety-day bank bill futures traded on the Sydney Futures Exchange between 1993 and 2000. The three ...

    Search OUR Archive | Feedback | Copyright and Disclaimer | Library
     © University of Otago Library, 65 Albany St, PO Box 56, Dunedin, New Zealand
    Email: ourarchive@otago.ac.nz
     

     

    About Usage Statistics

    Theses

    Deposit Your ThesisWatch Thesis Deposit demoThesis Information guide

    OUR Archive

    LoginAbout OUR ArchiveOUR Archive Policy

    Search OUR Archive | Feedback | Copyright and Disclaimer | Library
     © University of Otago Library, 65 Albany St, PO Box 56, Dunedin, New Zealand
    Email: ourarchive@otago.ac.nz