A NOTE ON THE PRICING OF INDEX AMORTISING RATE SWAPS IN A WORST-CASE SCENARIO (Q3022054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON THE PRICING OF INDEX AMORTISING RATE SWAPS IN A WORST-CASE SCENARIO |
scientific article |
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A NOTE ON THE PRICING OF INDEX AMORTISING RATE SWAPS IN A WORST-CASE SCENARIO (English)
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22 June 2005
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static hedge
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uncertain parameter
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