A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication
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Institutional Knowledge at Singapore Management University
2013
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sg-smu-ink.lkcsb_research-54702015-03-26T03:36:06Z A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication TEE, Chyng Wen Kerkhof, Jeroen 2013-01-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/4471 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Business |
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Singapore Management University |
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SMU Libraries |
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Asia |
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Singapore Singapore |
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SMU Libraries |
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InK@SMU |
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English |
| topic |
Business |
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Business TEE, Chyng Wen Kerkhof, Jeroen A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication |
| format |
text |
| author |
TEE, Chyng Wen Kerkhof, Jeroen |
| author_facet |
TEE, Chyng Wen Kerkhof, Jeroen |
| author_sort |
TEE, Chyng Wen |
| title |
A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication |
| title_short |
A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication |
| title_full |
A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication |
| title_fullStr |
A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication |
| title_full_unstemmed |
A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication |
| title_sort |
payoff consistent approach to cash-settled swaptions and constant maturity swaps replication |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2013 |
| url |
https://ink.library.smu.edu.sg/lkcsb_research/4471 |
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1770572259826597888 |