Parameter estimation of cox-ingersoll-ross (CIR) model on interbank rates /

Project Paper (Sarjana Muda Sains (Matematik Industri)) - Universiti Teknologi Malaysia, 2017

Bibliographic Details
Main Authors: Nurfarahin Borhanudin, 1994-, author, Haliza Abd Rahman, supervisor, Fakulti Sains
Format:
Language:eng
Published: Johor Bahru, Johor : Universiti Teknologi Malaysia, 2017