Documents Hedging the Asset Swap of the JGB Floating Rate Notes Jiakou Wang Presentation at SooChow University...

Slide 1 Hedging the Asset Swap of the JGB Floating Rate Notes Jiakou Wang Presentation at SooChow University March 2009 Slide 2 Contents 1. Introduction 2. Pricing the ASW…

Documents Hedging the Asset Swap

Hedging the Asset Swap of the JGB Floating Rate Notes Jiakou Wang Presentation at SooChow University March 2009 Contents 1. Introduction 2. Pricing the ASW 3. Hedging the…