On the hedging of interest rate derivatives
Teng, Timothy Robin Y.
On the hedging of interest rate derivatives Timothy Robin Y. Teng - Quezon City Ateneo de Manila University - Loyola Schools 2012 - v, 174p.
Doctor of Philosophy
INTEREST RATE DERIVATIVES
HEDGING STRATEGY
CHANGE OF MEASURE
CLARCK-OCONE FORMULA
DELTA HEDGING
CD-01563t
On the hedging of interest rate derivatives Timothy Robin Y. Teng - Quezon City Ateneo de Manila University - Loyola Schools 2012 - v, 174p.
Doctor of Philosophy
INTEREST RATE DERIVATIVES
HEDGING STRATEGY
CHANGE OF MEASURE
CLARCK-OCONE FORMULA
DELTA HEDGING
CD-01563t