PRICING OF SHIBOR-BASED FLOATING-RATE BONDS IN CHINA
Master's
Saved in:
Main Author: | CHEN YANGYIFAN |
---|---|
Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2017
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/135177 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Language: | English |
Similar Items
-
Float, speculation and stock price : evidence from the split share structure reform in China
by: Hwang, Chuan-Yang, et al.
Published: (2020) -
Estimation and interpretation of incidence rate difference for recurrent events when the estimation model is misspecified
by: Xu, Y., et al.
Published: (2014) -
Analysis of credit risks in asset-backed securitization transactions in Singapore
by: Sing, T.F., et al.
Published: (2013) -
Computing maximum smoothness forward rate curves
by: Lim, K.G., et al.
Published: (2013) -
A critical analysis of the floating exchange rate policy
by: Estrada, Francis G.
Published: (1971)