1

Interest Rate Swap Valuation Using OIS Discounting - An Algorithmic Approach

Year:
2017
Language:
english
File:
PDF, 325 KB
english, 2017
3

Linear Interpolation of Interbank Offered Rates - A Case Study of LIBOR & NIBOR

Year:
2014
Language:
english
File:
PDF, 332 KB
english, 2014
4

Fair Valuation of Illiquid Assets

Year:
2011
Language:
english
File:
PDF, 233 KB
english, 2011
5

A Primer for the Mathematics, Valuation, Accounting & Hedging of Bond Instruments

Year:
2016
Language:
english
File:
PDF, 3.87 MB
english, 2016