Estimating Forward Rate Curve in Pricing Interest Rate Derivatives
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Main Authors: | Lim, Kian Guan, Xiao, Qin, Ang, Jimmy |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2001
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Subjects: | |
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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