Browsing by Author "Kochhar, Shikha"
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Target accrual redemption notes: models & valuation
Kochhar, Shikha; Johri, Abhishek (Indian Institute of Management, Ahmedabad, 2008)The market for exotic interest rate derivatives has primarily been dominated by callable Libor exotics. New flavors of such instruments have been introduced in the interest rate markets over the years. However, a new ...