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http://hdl.handle.net/11718/20696| Title: | Study of term structure modeling for derivatives pricing |
| Authors: | Challa, Aditya Singh, Shilpy |
| Keywords: | Derivatives pricing;Structure modeling;Ho-Lee;USD Yield Curve |
| Issue Date: | 2005 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;001164 |
| URI: | http://hdl.handle.net/11718/20696 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2005_1164.pdf Restricted Access | 701.25 kB | Adobe PDF | View/Open Request a copy |
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