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Document type:
Masterarbeit
Author(s):
Geck, Uwe
Title:
Extracting Short-Term Interest Rates from Derivatives Data – A Comparative Analysis
Supervisor:
Prof. Dr. Christoph Kaserer
Advisor:
Prof. Dr. Rudi Zagst
Year:
2019
University:
Technische Universität München
Faculty:
Fakultät für Mathematik
TUM Institution:
Lehrstuhl für Finanzmathematik
Commencing Date:
15.12.2019
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