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Hedging and pricing of constant maturity swap derivatives /

Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2009. / Includes bibliographical references (p. 58-60).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/434257543
Date January 2009
CreatorsZheng, Wendong.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView abstract or full-text.

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