Convexity Adjustments Made Easy - A Review of Convexity Adjustment Methodologies and Formulae in Interest Rate Markets
收藏Mendeley Data2019-06-08 更新2026-04-09 收录
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https://data.mendeley.com/datasets/rbs333nxdz
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资源简介：
A Swap Pricing Excel workbook with Live Swap and Convexity Adjustment Calculations that match market quotes on vendor platforms such as Bloomberg.
创建时间：
2019-06-08
