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PIDE Working Papers 2008:48 The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange Attiya Y. Javid Pakistan Institute of Development Economics,…

Documents Pricing the Convexity Adjustment

Pricing the Convexity Adjustment Eric Benhamou a Wiener Chaos approach Pricing the Convexity adjustment. 28 April 1999 Slide * Framework Convexity and CMS Coherence and consistence…