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• CMS Spread Option Model

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Scholarly Communication

  Subject(s):

  Derivative securities, Derivative securities--Valuation

  Item Type:

  Essay

  Tag(s):

  CMS swap, spread option, option valuation

  Search term matches:

  Title

  ... CMS Spread Option Model ...

  Tag

  ... spread option ...

  Full Text

  ... CMS Spread Option Model A constant maturity swap (CMS) spread option makes payments based ...

  
  

• Spread Option Valuation

  Author(s):

  Tim Xiao (see profile)

  Date:

  2021

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  spread option pricing

  Search term matches:

  Title

  ... Spread Option Valuation ...

  Tag

  ... spread option pricing ...

  Full Text

  ... Spread Option Valuation A spread option is an option written on the difference of two ...

  
  

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