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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01d504rn440
Title: Pricing Interest Rate Derivatives with Cox-Ingersoll-Ross
Authors: Griscom, Stephen
Advisors: Soner, Mete
Department: Mathematics
Class Year: 1999
Extent: 33 Pages
Other Identifiers: 10614
URI: http://arks.princeton.edu/ark:/88435/dsp01d504rn440
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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