Estimating Forward Rate Curve in Pricing Interest Rate Derivatives

Author

Kian Guan Lim, Singapore Management UniversityFollow
Qin Xiao
Jimmy Ang

Publication Type

Journal Article

Publication Date

2001

Discipline

Business

Research Areas

Finance

Publication

Derivatives Use, Trading and Regulation

Volume

6

Issue

4

First Page

299

Last Page

305

ISSN

1357-0927

Publisher

Henry Stewart

Citation

Lim, Kian Guan; Xiao, Qin; and Ang, Jimmy. Estimating Forward Rate Curve in Pricing Interest Rate Derivatives. (2001). Derivatives Use, Trading and Regulation. 6, (4), 299-305.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/2133