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Option Pricing Approach to International Reserves

โœ Scribed by Jaewoo Lee


Book ID
111006021
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
268 KB
Volume
17
Category
Article
ISSN
0965-7576

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โœ Wei, Jason Z. ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 335 KB ๐Ÿ‘ 2 views

In the last 15 years or so, tremendous efforts and progress have been made in valuing interest rate sensitive derivative securities. Broadly speaking, two different approaches have been used. Some authors have modeled interest rates in an equilibrium setting and derived bond prices and other interes