| dc.contributor.advisor | Andrew W. Lo. | en_US |
| dc.contributor.author | Akita, Shigeyuki | en_US |
| dc.contributor.author | Maruyama, Hiroshi | en_US |
| dc.date.accessioned | 2007-08-03T18:31:55Z | |
| dc.date.available | 2007-08-03T18:31:55Z | |
| dc.date.copyright | 1991 | en_US |
| dc.date.issued | 1991 | en_US |
| dc.identifier.uri | http://hdl.handle.net/1721.1/38341 | |
| dc.description | Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1991. | en_US |
| dc.description | Includes bibliographical references (leaves 110-119). | en_US |
| dc.description.statementofresponsibility | by Shigeyuki Akita and Hiroshi Maruyama. | en_US |
| dc.format.extent | 119 leaves | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Massachusetts Institute of Technology | en_US |
| dc.rights | M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. | en_US |
| dc.rights.uri | http://dspace.mit.edu/handle/1721.1/7582 | |
| dc.subject | Sloan School of Management | en_US |
| dc.title | An extended yield curve model for bond option pricing using a Jump/Garch-m forward rate process | en_US |
| dc.type | Thesis | en_US |
| dc.description.degree | M.S. | en_US |
| dc.contributor.department | Sloan School of Management | en_US |
| dc.identifier.oclc | 25198329 | en_US |
