Australian School of Business Building
University of New South Wales
Sydney, New South Wales NSW 2052
University of Technology, Sydney
Sydney, New South Wales 2000
School of Risk and Actuarial Studies, ARC Center of Excellence in Population Ageing Research (CEPAR)
Quantitative Finance Research Centre
uncovered interest rate parity, carry trade, liquidity risk, no-arbitrage bound, volatility
tenor swap, basis, frequency basis, liquidity risk, swap market
Cohort mortality, Value index, Mortality risk, Interest rate risk, Hedge efficiency
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