Mathematical Interpretation of the Financial Terms in Interest Models Theory and Practice

Author:: Zhu, Mengxue
Published:: [University Park, Pennsylvania] : Pennsylvania State University, 2017.
Physical Description:: 1 electronic document
Additional Creators:: Denker, Manfred, 1944- and Schreyer Honors College

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Summary:

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.

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Dissertation Note:

B.S. Pennsylvania State University, 2017.

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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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