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Selvaraj, JayaPrakash's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,045 |
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Citations
9 |
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1.
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Chibane, Messaoud
Shinsei Bank Ltd Selvaraj, JayaPrakash
Shinsei Bank, Limited Sheldon, Guy
affiliation not provided to SSRN
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25 Apr 09
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Last Revised:
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11 Jun 12
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2,854
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discount curve, forecast curve, vanilla swaps, cross-currency swaps basis swaps
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Chibane, Messaoud
Shinsei Bank Ltd Huang, Yi-Chen
affiliation not provided to SSRN Selvaraj, JayaPrakash
Shinsei Bank, Limited
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15 Jun 12
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Last Revised:
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21 Jun 12
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191
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CSA, OIS discounting, Bootstrapping, Cheyette model, Foreign collateralisation
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