Bermudan option in Singapore savings bonds

Bermudan option in Singapore savings bonds

The Singapore Savings Bonds (SSB) is a unique investment program offered by the Singapore government whereby retail investors can earn risk-free tax-free step-up interest closely matched to Treasury bond rates for up to 10 years and can redeem on any business day prior to maturity without any early...

Full description

Saved in:
Bibliographic Details
Main Author: LIM, Kian Guan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Bespoke Bermudan option
Singapore Savings Bonds
Iterative Black-Derman-Toy model
Spot rate model
Asian Studies
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6616
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7615/viewcontent/BermudanOptionInSingaporeSavingBood_av.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/6616
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7615/viewcontent/BermudanOptionInSingaporeSavingBood_av.pdf

Similar Items