Mathematical Interpretation of the Financial Terms in Interest Models Theory and Practice
- Zhu, Mengxue
- [University Park, Pennsylvania] : Pennsylvania State University, 2017.
- Physical Description:
- 1 electronic document
- Additional Creators:
- Denker, Manfred, 1944- and Schreyer Honors College
- honors.libraries.psu.edu , Connect to this object online.
- Restrictions on Access:
- Open Access.
- The purpose of the thesis is to compare and contrast different interpretationof financial terms in both the mathematical field and financial field. The referreddefinitions are selected from the book, Interest rate models: Theory and practiceby Damiano Brigo and Fabio Mercurio. In each section of the thesis, there isone term firstly defined in the financial field and followed by the interpretationin the mathematical field.
- Other Subject(s):
- Dissertation Note:
- B.S. Pennsylvania State University, 2017.
- Technical Details:
- The full text of the dissertation is available as an Adobe Acrobat .pdf file ; Adobe Acrobat Reader required to view the file.
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