NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS
Bachelor's
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| Format: | Theses and Dissertations |
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2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202470 |
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sg-nus-scholar.10635-2024702024-10-26T14:53:27Z NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS JIN MENGHAN MATHEMATICS LIM KIAN GUAN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:25:07Z 2021-10-11T01:25:07Z 2016 Thesis JIN MENGHAN (2016). NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202470 |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| description |
Bachelor's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS JIN MENGHAN |
| format |
Theses and Dissertations |
| author |
JIN MENGHAN |
| spellingShingle |
JIN MENGHAN NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS |
| author_sort |
JIN MENGHAN |
| title |
NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS |
| title_short |
NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS |
| title_full |
NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS |
| title_fullStr |
NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS |
| title_full_unstemmed |
NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS |
| title_sort |
no-arbitrage equilibrium pricing of cash-settled swaptions |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/202470 |
| _version_ |
1821182517925904384 |