Blar i Institutt for matematiske fag på forfatter "Ismail, Kahle Ghareb"
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An analysis of Norwegian and American interest rates during turbulent times, and prediction of interest rates in a Heat, Jarrow and Morton Model
Ismail, Kahle Ghareb (Master thesis, 2012)Abstract:In this master thesis the main focus is an analysis of historical interest rates, and the use of historical interest rates in interest rate modeling. The interest rate data used, both in the preliminary analysis ...