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Title: A Statistical Study on Swaps: Regression Analysis and PCA Modeling on the 10-Year Interest Rate Swap Spread Against Certain Determinant Factors
Authors: Satilmaz, Yigit
Advisors: Rudloff, Birgit
Department: Operations Research and Financial Engineering
Class Year: 2008
Extent: 49 Pages
Other Identifiers: 21738
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
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2017

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