Interest rate swap desk trades in plain vanilla swaps  and  developing spreadsheet model which can calculate forward rates at short end  and  hence can be used in pricing swaps at short end: Lehman Brothers

The Digital Institutional Repository of IIM Bangalore

Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/123456789/13295

DC Field	Value	Language
dc.contributor.author	Singh, Brajesh Kumar
dc.date.accessioned	2018-07-31T04:46:14Z
dc.date.accessioned	2019-03-17T12:34:37Z	-
dc.date.available	2018-07-31T04:46:14Z
dc.date.available	2019-03-17T12:34:37Z	-
dc.date.issued	2008
dc.identifier.uri	http://repository.iimb.ac.in/handle/123456789/13295
dc.language.iso	en_US
dc.publisher	Indian Institute of Management Bangalore
dc.relation.ispartofseries	PGP-SP-P8-162
dc.subject	Financial management
dc.subject	Investment banking
dc.title	Interest rate swap desk trades in plain vanilla swaps and developing spreadsheet model which can calculate forward rates at short end and hence can be used in pricing swaps at short end: Lehman Brothers
dc.type	Summer Project Report-PGP
dc.pages	12p.
Appears in Collections:	2008

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