JayaPrakash Selvaraj

Shinsei Bank, Limited

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 22,647

in Total Papers Downloads

4,318

SSRN CITATIONS

1

CROSSREF CITATIONS

9

Scholarly Papers (2)

1.

Building Curves on a Good Basis

Number of pages: 21 Posted: 25 Apr 2009 Last Revised: 11 Jun 2012
Messaoud Chibane, JayaPrakash Selvaraj and Guy Sheldon
Neoma Business School, Shinsei Bank, Limited and affiliation not provided to SSRN
Downloads 3,868 (5,431)
Citation 16

Abstract:

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discount curve, forecast curve, vanilla swaps, cross-currency swaps basis swaps

2.

Discounting Consistently with Collateral Posting

Number of pages: 28 Posted: 15 Jun 2012 Last Revised: 21 Jun 2012
Messaoud Chibane, Yi-Chen Huang and JayaPrakash Selvaraj
Neoma Business School, Shinsei Bank, Ltd and Shinsei Bank, Limited
Downloads 450 (122,958)
Citation 1

Abstract:

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CSA, OIS discounting, Bootstrapping, Cheyette model, Foreign collateralisation