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Siberian
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Posts: 298
Joined: June 25th, 2003, 8:56 pm

Basis Swap paper

March 27th, 2006, 6:13 pm

Does anyone have a copy of Fruchard, Zammouri and Willems's paper "Basis for Change". It appeared in Risk vol.8, No. 10. (october 95).I googled it and found no copies avil for download. Please helpthanks a mil in advance,Siberian
 
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las
Posts: 55
Joined: August 3rd, 2005, 5:37 am

Basis Swap paper

April 9th, 2007, 5:27 am

also looking for this one..
 
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cpulman
Posts: 66
Joined: February 20th, 2007, 9:35 am

Basis Swap paper

May 9th, 2007, 9:19 am

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TuckmanPorfirio_IRParityBasisSwapsCurrencySwaps.zip
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Kerkabanac
Posts: 51
Joined: July 20th, 2006, 3:31 am

Basis Swap paper

January 16th, 2009, 8:11 am

Did anyone reply to Siberian & Ias? I'm also after Fruchard et al paper Basis for Change. I asked Risk and they can provide the paper for a little £95! Any information is greatly appreciated.K.
 
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RiskUser
Posts: 303
Joined: July 19th, 2006, 4:30 pm

Basis Swap paper

February 4th, 2009, 2:06 pm

Not the paper in question but is closely related:Cross currency swap valuationQuoteOriginally posted by: SiberianDoes anyone have a copy of Fruchard, Zammouri and Willems's paper "Basis for Change". It appeared in Risk vol.8, No. 10. (october 95).I googled it and found no copies avil for download. Please helpthanks a mil in advance,Siberian
 
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Papero
Posts: 34
Joined: July 14th, 2002, 3:00 am

Basis Swap paper

March 10th, 2009, 6:46 pm

there is http://www.summithq.com/news/pdf/Basis_ ... t_1995.pdf but at the moment it doesn't work...here http://esfruch.club.fr/Oil/How_to_hedge ... mption.pdf there is an e-mail Emmanuel G. Fruchard Email: oilhedge ‘at’ club-internet.fr
 
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rmeenaks
Posts: 186
Joined: May 1st, 2006, 2:31 pm

Basis Swap paper

March 10th, 2009, 8:38 pm

http://www.classiccmp.org/transputer/finengineer/[Risk Magazine, Fruchard] Basis for Change.pdfYou can now send the £95 to my bank account Cheers,Ram
Last edited by rmeenaks on March 9th, 2009, 11:00 pm, edited 1 time in total.
 
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unkpath
Posts: 289
Joined: January 13th, 2004, 8:44 pm

Basis Swap paper

March 11th, 2009, 9:41 am

I have that paper. what is your address?
 
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rmeenaks
Posts: 186
Joined: May 1st, 2006, 2:31 pm

Basis Swap paper

March 11th, 2009, 10:46 am

unkpath,Do you have a non-scanned version of that paper? If so, can you send it to me please? Email address is rmeenaks@olf.comThanksRam
 
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unkpath
Posts: 289
Joined: January 13th, 2004, 8:44 pm

Basis Swap paper

March 13th, 2009, 12:26 am

oh get a life dude, please. yeah it's scanned, so what?
 
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rmeenaks
Posts: 186
Joined: May 1st, 2006, 2:31 pm

Basis Swap paper

March 13th, 2009, 12:58 pm

Don't worry I have a wonderful life :-) I just prefer un-touched originals. Scanned docs are sometimes difficult to read especially when you have graphs...Ram
 
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unkpath
Posts: 289
Joined: January 13th, 2004, 8:44 pm

Basis Swap paper

March 14th, 2009, 1:17 am

QuoteOriginally posted by: rmeenaksDon't worry I have a wonderful life :-) I just prefer un-touched originals. Scanned docs are sometimes difficult to read especially when you have graphs...Ramhey man, I think you should see someone, it's time now. then you will see that you need to get a life. I see what you are saying about scanned papers, and this paper has indeed figures which come out somewhat dark, but come on, you need that figure for a few minutes and it is good enough. screw the medium, what counts is that the content is in your head.
 
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Enthuse
Posts: 21
Joined: March 25th, 2004, 2:26 pm

Basis Swap paper

September 28th, 2010, 1:15 pm

unkpath,Could you please send me a copy: quantanalyst@yahoo.com.I do not mind it is scanned ;-)Thanks.
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