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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp016108vd361
Title: The Valuation of Interest-Rate Derivative Securities in Continuous Time: The Heath-Jarrow-Morton Model
Authors: Barnhill, III, Theodore M.
Advisors: Davis, Christopher
Department: Mathematics
Class Year: 1995
Extent: 40 Pages
Other Identifiers: 6779
URI: http://arks.princeton.edu/ark:/88435/dsp016108vd361
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.
Type of Material: Princeton University Senior Theses
Appears in Collections:Mathematics, 1934-2016

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