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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp019306t1482
Title: Principal Component Analysis on the Volatility Term Structure of the United States Treasury and Swap Markets
Authors: Pan, Di
Advisors: Bichuch, Maxim
Department: Operations Research and Financial Engineering
Class Year: 2011
Extent: 87 Pages
Other Identifiers: 25852
URI: http://arks.princeton.edu/ark:/88435/dsp019306t1482
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:Operations Research and Financial Engineering, 2000-2016

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