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- June 7th, 2005, 4:11 am
- Forum: Technical Forum
- Topic: Pricing of libor exotics
- Replies: 39
- Views: 185613
Pricing of libor exotics
Pat,Could you please send me that paper as well?My email address is paul.bennett@LBBWsg.comMany thanks,Paul
- 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
- January 14th, 2005, 5:38 am
- Forum: Technical Forum
- Topic: How to build an OIS curve ? Or at least where to find it ?
- Replies: 3
- Views: 171270