Master’sThesis PricingConstantMaturitySwapDerivatives Thesis submitted in partial fulfilment of the requirements for the Master of Science degree in Stochastics and Financial…
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INTEREST RATE SWAPS CHAPTER 9 INTEREST RATE DERIVATIVES MARKET 1 Learning objectives By the end of this chapter, you should be able to: Understand interest rates and the…
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BIS Quarterly Review, December 2013 69 Jacob Gyntelberg [email protected] Christian Upper [email protected] The OTC interest rate derivatives market in 20131…