Princeton University Library Catalog

Principal Component Analysis on the Volatility Term Structure of the United States Treasury and Swap Markets

Author/​Artist:
Pan, Di [Browse]
Format:
Senior thesis
Language:
English
Advisor(s):
Bichuch, Maxim [Browse]
Department:
Princeton University. Department of Operations Research and Financial Engineering [Browse]
Class year:
2011
Description:
87 Pages
Restrictions note:
This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.