Documents Chart Pack Review of the Commonwealth Government Securities market Discussion Paper, October 2002.

Slide 1 Chart Pack Review of the Commonwealth Government Securities market Discussion Paper, October 2002 Slide 2 Chart 1: Commonwealth general government net debt Source:…

Documents The Applications of Interest Rate Model in Swap and Bond Market Jiakou Wang Presentation in March...

Contents 1. Motivation 2. Pricing Swap and Bond 3. EFM Model 4. Applications of EFM Investment Banking Business Why do we need IR model? Case 1: Japanese Government Bonds…

Documents The Applications of Interest Rate Model

Contents 1. Motivation 2. Pricing Swap and Bond 3. EFM Model 4. Applications of EFM Investment Banking Business Why do we need IR model? Case 1: Japanese Government Bonds…