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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01dn39x3727
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
URI: http://arks.princeton.edu/ark:/88435/dsp01dn39x3727
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, 2000-2023

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