Interest rate models, inflation-based derivatives, trigger notes and cross-currency swaptions

Bibliographic Details
Main Author:	Kazziha, Soraya
Published:	Imperial College London 2000
Subjects:	332 Exotics
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.343625

id	ndltd-bl.uk-oai-ethos.bl.uk-343625
record_format	oai_dc
spelling	ndltd-bl.uk-oai-ethos.bl.uk-3436252017-12-24T15:28:56ZInterest rate models, inflation-based derivatives, trigger notes and cross-currency swaptionsKazziha, Soraya2000332ExoticsImperial College Londonhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.343625http://hdl.handle.net/10044/1/7281Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	332 Exotics
spellingShingle	332 Exotics Kazziha, Soraya Interest rate models, inflation-based derivatives, trigger notes and cross-currency swaptions
author	Kazziha, Soraya
author_facet	Kazziha, Soraya
author_sort	Kazziha, Soraya
title	Interest rate models, inflation-based derivatives, trigger notes and cross-currency swaptions
title_short	Interest rate models, inflation-based derivatives, trigger notes and cross-currency swaptions
title_full	Interest rate models, inflation-based derivatives, trigger notes and cross-currency swaptions
title_fullStr	Interest rate models, inflation-based derivatives, trigger notes and cross-currency swaptions
title_full_unstemmed	Interest rate models, inflation-based derivatives, trigger notes and cross-currency swaptions
title_sort	interest rate models, inflation-based derivatives, trigger notes and cross-currency swaptions
publisher	Imperial College London
publishDate	2000
url	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.343625
work_keys_str_mv	AT kazzihasoraya interestratemodelsinflationbasedderivativestriggernotesandcrosscurrencyswaptions
_version_	1718568403318341632

Interest rate models, inflation-based derivatives, trigger notes and cross-currency swaptions

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