Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/123456789/11502
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dc.contributor.advisorHe, Hua
dc.contributor.advisorHowe Chris
dc.contributor.authorBhattacharya, Soumitra
dc.date.accessioned2017-10-19T09:47:58Z
dc.date.accessioned2019-03-20T04:20:37Z-
dc.date.available2017-10-19T09:47:58Z
dc.date.available2019-03-20T04:20:37Z-
dc.date.issued2004
dc.identifier.urihttp://repository.iimb.ac.in/handle/123456789/11502
dc.language.isoen_US
dc.publisherIndian Institute of Management Bangalore
dc.relation.ispartofseriesPGP_SP_P4_021
dc.titlePrincipal component analysis of the swaption volatility surface: to Lehman brothers Japan
dc.typeSummer Project Report-PGP
dc.pages17p.
Appears in Collections:2004
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