PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD

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Bibliographic Details
Main Author:	JU CHENG
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203679
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203679
record_format	dspace
spelling	sg-nus-scholar.10635-2036792021-10-18T03:24:15Z PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD JU CHENG MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-18T01:32:21Z 2021-10-18T01:32:21Z 2007 JU CHENG (2007). PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203679
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 JU CHENG
author	JU CHENG
spellingShingle	JU CHENG PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD
author_sort	JU CHENG
title	PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD
title_short	PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD
title_full	PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD
title_fullStr	PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD
title_full_unstemmed	PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD
title_sort	pricing bermudan swaptions with a short-rate lattice method
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203679
_version_	1715201313166327808

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