PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA

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Bibliographic Details
Main Author:	CHEN YANGYIFAN
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2017
Subjects:	Shibor,Floating rate,Multiple curve setting,Short-rate models,Liquidity risk
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/135177
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Institution:	National University of Singapore
Language:	English

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record_format	dspace
spelling	sg-nus-scholar.10635-1351772017-04-03T17:56:07Z PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA CHEN YANGYIFAN MATHEMATICS DAI MIN Shibor,Floating rate,Multiple curve setting,Short-rate models,Liquidity risk Master's MASTER OF SCIENCE 2017-03-31T18:00:31Z 2017-03-31T18:00:31Z 2016-12-22 Thesis CHEN YANGYIFAN (2016-12-22). PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/135177 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Shibor,Floating rate,Multiple curve setting,Short-rate models,Liquidity risk
spellingShingle	Shibor,Floating rate,Multiple curve setting,Short-rate models,Liquidity risk CHEN YANGYIFAN PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS CHEN YANGYIFAN
format	Theses and Dissertations
author	CHEN YANGYIFAN
author_sort	CHEN YANGYIFAN
title	PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA
title_short	PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA
title_full	PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA
title_fullStr	PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA
title_full_unstemmed	PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA
title_sort	pricing of shibor-based floating-rate bonds in china
publishDate	2017
url	http://scholarbank.nus.edu.sg/handle/10635/135177
_version_	1681097701936070656

PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA

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