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Title: Interest rate swaps : why do they exist and how should they be priced?.
Author: Yu, Wing Tong Bosco.
Awarding Body: University of Southampton
Current Institution: University of Southampton
Date of Award: 2000
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Option pricing models; Contingent claims analysis