PRICING TREASURY INFLATION PROTECTED SECURITIES AND RELATED DERIVATIVES USING AN HJM MODEL

Bachelor's

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Bibliographic Details
Main Author: WAN JIAWEI
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203681
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Institution: National University of Singapore
id sg-nus-scholar.10635-203681
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spelling sg-nus-scholar.10635-2036812024-10-26T15:07:35Z PRICING TREASURY INFLATION PROTECTED SECURITIES AND RELATED DERIVATIVES USING AN HJM MODEL WAN JIAWEI MATHEMATICS OLIVER CHEN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-18T01:32:23Z 2021-10-18T01:32:23Z 2007 Thesis WAN JIAWEI (2007). PRICING TREASURY INFLATION PROTECTED SECURITIES AND RELATED DERIVATIVES USING AN HJM MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203681
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
WAN JIAWEI
format Theses and Dissertations
author WAN JIAWEI
spellingShingle WAN JIAWEI
PRICING TREASURY INFLATION PROTECTED SECURITIES AND RELATED DERIVATIVES USING AN HJM MODEL
author_sort WAN JIAWEI
title PRICING TREASURY INFLATION PROTECTED SECURITIES AND RELATED DERIVATIVES USING AN HJM MODEL
title_short PRICING TREASURY INFLATION PROTECTED SECURITIES AND RELATED DERIVATIVES USING AN HJM MODEL
title_full PRICING TREASURY INFLATION PROTECTED SECURITIES AND RELATED DERIVATIVES USING AN HJM MODEL
title_fullStr PRICING TREASURY INFLATION PROTECTED SECURITIES AND RELATED DERIVATIVES USING AN HJM MODEL
title_full_unstemmed PRICING TREASURY INFLATION PROTECTED SECURITIES AND RELATED DERIVATIVES USING AN HJM MODEL
title_sort pricing treasury inflation protected securities and related derivatives using an hjm model
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203681
_version_ 1821193792534872064