Estimating Forward Rate Curve in Pricing Interest Rate Derivatives
Derivatives Use, Trading and Regulation
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. Research Collection Lee Kong Chian School Of Business.
Available at: http://ink.library.smu.edu.sg/lkcsb_research/2133
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