Charnchai Leuwattanachotinan
Ph.D. Heriot-Watt University 2011
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.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 163458 for the advisor ID.