Selected Entire List   Ly, Jean-Michel  SSRN Author Rank: 19,544 by Downloads   BNP Paribas Fixed Income  10 Harewood Avenue  NW1 6AA London  United Kingdom  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Ly, Jean-Michel's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 1,100 Total Citations 10 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Theory and Calibration of Swap Market Models | View 2 Versions | Show Abstracts | Hide Abstracts| Mathematical Finance, Vol. 17, No. 1, pp. 111-141, January 2007 FAME Working Paper No. 107 Theory and Calibration of Swap Market Models | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Galluccio, Stefano BNP Paribas Fixed Income Ly, Jean-Michel BNP Paribas Fixed Income Scaillet , O. University of Geneva - HEC Huang, Z. JP Morgan Posted: 27 Feb 05 Last Revised: 24 Sep 07 1,100 (7,920) 10 Theory and Calibration of Swap Market Models | Show Abstract Hide Abstract | Download | Mathematical Finance, Vol. 17, No. 1, pp. 111-141, January 2007 Accepted Paper Series Galluccio, Stefano BNP Paribas Fixed Income Ly, Jean-Michel BNP Paribas Fixed Income Scaillet , O. University of Geneva - HEC Huang, Z. JP Morgan Posted: 13 Dec 06 31 10   Theory and Calibration of Swap Market Models | Show Abstract Hide Abstract | Download | FAME Working Paper No. 107 Working Paper Series Galluccio, Stefano BNP Paribas Fixed Income Scaillet , O. University of Geneva - HEC Huang, Zhijiang affiliation not provided to SSRN Ly, Jean-Michel BNP Paribas Fixed Income Posted: 27 Feb 05 1,069 10 Swap market model, cap, swaption, calibration   Records 1 - 1 of 1 matches [ 1 ]

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