Charnchai Leuwattanachotinan

Ph.D. Heriot-Watt University 2011 UnitedKingdom
Dissertation: Model fitting of a two-factor arbitrage-free model for the term structure of interest rates using Markov chain Monte Carlo
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Andrew Cairns
Advisor 2: George Streftaris

No students known.

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