Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/21764
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dc.contributor.advisorVirmani, Vineet
dc.contributor.authorGarg, Akhil
dc.contributor.authorGupta, Lakshay
dc.date.accessioned2019-04-26T21:19:11Z
dc.date.available2019-04-26T21:19:11Z
dc.date.issued2018
dc.identifier.urihttp://hdl.handle.net/11718/21764
dc.description.abstractFixed income securities refer to any investment wherein the borrower has to pay a fixed amount on a fixed schedule. For eg. if a company issues a bond then it has to pay a fixed interest to the lenders at pre-defined time intervals. Derivatives where the underlying is a fixed income security is called a fixed income derivative. For eg. an option on an interest rate swap (also called a swaption). Notional amounts of OTC derivatives contracts rose from $482 trillion at end-December 2016 to $542 trillion at end-June 2017. In contrast, their gross market value, declined further in the first half of 2017, from $15 trillion to less than $13 trillionen_US
dc.publisherIndian Institute of Management Ahmedabaden_US
dc.relation.ispartofseriesSP_2425en_US
dc.subjectFixed incomeen_US
dc.subjectInterest rateen_US
dc.subjectPricing choicesen_US
dc.titleUnderstanding the pricing of fixed income derivativesen_US
dc.typeStudent Projecten_US
Appears in Collections:Student Projects

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