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by paulbennett
June 7th, 2005, 4:11 am
Forum: Technical Forum
Topic: Pricing of libor exotics
Replies: 39
Views: 185612

Pricing of libor exotics

Pat,Could you please send me that paper as well?My email address is paul.bennett@LBBWsg.comMany thanks,Paul
by paulbennett
January 14th, 2005, 5:43 am
Forum: Technical Forum
Topic: How to build an OIS curve ? Or at least where to find it ?
Replies: 3
Views: 171270

How to build an OIS curve ? Or at least where to find it ?

ZZBOOL, I had similar questions. Did you find any good references in the end? Paul