CORE Search Results Start Search Over

• Arrear Quanto CMS Model

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Derivative securities--Prices

  Item Type:

  Essay

  Tag(s):

  quanto CMS, arrear fixing, arrear fixing

  Search term matches:

  Title

  ... Arrear Quanto CMS Model ...

  Tag

  ... quanto cms ...

  Full Text

  ... Arrear Quanto CMS Model An arrear quanto constant-maturity-swap (CMS) is a swap that pays ...

  
  

Viewing item 1 to 1 (of 1 items)