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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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https://repository.iimb.ac.in/handle/123456789/11502| Title: | Principal component analysis of the swaption volatility surface: to Lehman brothers Japan | Authors: | Bhattacharya, Soumitra | Issue Date: | 2004 | Publisher: | Indian Institute of Management Bangalore | Series/Report no.: | PGP_SP_P4_021 | URI: | http://repository.iimb.ac.in/handle/123456789/11502 |
| Appears in Collections: | 2004 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| PGP_SP_P4_021.pdf | 1.04 MB | Adobe PDF | View/Open Request a copy |
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