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
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