Estimating Forward Rate Curve in Pricing Interest Rate Derivatives

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Main Authors: Lim, Kian Guan, Xiao, Qin, Ang, Jimmy
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2001
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Online Access:https://ink.library.smu.edu.sg/lkcsb_research/2133
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Institution: Singapore Management University
Language: English
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spelling sg-smu-ink.lkcsb_research-31322010-09-23T12:30:04Z Estimating Forward Rate Curve in Pricing Interest Rate Derivatives Lim, Kian Guan Xiao, Qin Ang, Jimmy 2001-01-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/2133 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Business
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Business
spellingShingle Business
Lim, Kian Guan
Xiao, Qin
Ang, Jimmy
Estimating Forward Rate Curve in Pricing Interest Rate Derivatives
format text
author Lim, Kian Guan
Xiao, Qin
Ang, Jimmy
author_facet Lim, Kian Guan
Xiao, Qin
Ang, Jimmy
author_sort Lim, Kian Guan
title Estimating Forward Rate Curve in Pricing Interest Rate Derivatives
title_short Estimating Forward Rate Curve in Pricing Interest Rate Derivatives
title_full Estimating Forward Rate Curve in Pricing Interest Rate Derivatives
title_fullStr Estimating Forward Rate Curve in Pricing Interest Rate Derivatives
title_full_unstemmed Estimating Forward Rate Curve in Pricing Interest Rate Derivatives
title_sort estimating forward rate curve in pricing interest rate derivatives
publisher Institutional Knowledge at Singapore Management University
publishDate 2001
url https://ink.library.smu.edu.sg/lkcsb_research/2133
_version_ 1770570143760384000