PRICING OF INTEREST RATE DERIVATIVES: CAP/FLOOR AND SWAPTION
Bachelor's
Saved in:
主要作者: | LIAN KE |
---|---|
其他作者: | MATHEMATICS |
格式: | Theses and Dissertations |
出版: |
2021
|
在線閱讀: | https://scholarbank.nus.edu.sg/handle/10635/202568 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
相似書籍
-
Interest rates in quantum finance: Caps, swaptions and bond options
由: Baaquie, B.E.
出版: (2014) -
Managing swaption portfolio risk under different interest rate regimes
由: NEO, Poh Ling, et al.
出版: (2018) -
PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD
由: JU CHENG
出版: (2021) -
A common market measure for LIBOR and pricing caps, floors and swaps in a field theory of forward interest rates
由: Baaquie, B.E.
出版: (2014) -
Swaption portfolio risk management: Optimal model selection in different interest rate regimes
由: NEO, Poh Ling, et al.
出版: (2019)